BNP Paribas Call 108 CHD 20.09.2024
/ DE000PZ11S66
BNP Paribas Call 108 CHD 20.09.20.../ DE000PZ11S66 /
| 2024-05-17 9:50:29 PM |
Chg.-0.030 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-6.38% |
0.440
Bid Size: 6,819 |
0.460
Ask Size: 6,522 |
Church and Dwight Co... |
108.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PZ11S6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
-0.98 |
| Time value: |
0.48 |
| Break-even: |
112.80 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.38 |
| Theta: |
-0.03 |
| Omega: |
7.82 |
| Rho: |
0.11 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.430 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-6.38% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+76.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.470 |
| 1M High / 1M Low: |
0.610 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
0.610 |
| Low (YTD): |
2024-01-05 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
