BNP Paribas Call 98 CHD 20.09.2024
/ DE000PZ11S25
BNP Paribas Call 98 CHD 20.09.202.../ DE000PZ11S25 /
| 2024-05-28 8:39:01 AM |
Chg.+0.01 |
Bid3:12:04 PM |
Ask3:12:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+0.96% |
1.03
Bid Size: 3,700 |
1.09
Ask Size: 3,700 |
Church and Dwight Co... |
98.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PZ11S2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.15 |
| Parity: |
0.00 |
| Time value: |
1.12 |
| Break-even: |
109.20 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
3.70% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
5.01 |
| Rho: |
0.14 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.93% |
| 3 Months |
|
|
+32.91% |
| YTD |
|
|
+77.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.04 |
| 1M High / 1M Low: |
1.17 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-26 |
1.22 |
| Low (YTD): |
2024-01-08 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
