BNP Paribas Call 108 CHD 20.12.20.../  DE000PC2XTG3  /

EUWAX
2024-06-07  8:34:24 AM Chg.+0.020 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.740EUR +2.78% -
Bid Size: -
-
Ask Size: -
Church and Dwight Co... 108.00 - 2024-12-20 Call
 

Master data

WKN: PC2XTG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 108.00 -
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.39
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -0.89
Time value: 0.74
Break-even: 115.40
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 2.78%
Delta: 0.45
Theta: -0.03
Omega: 6.00
Rho: 0.20
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.62%
1 Month  
+10.45%
3 Months  
+19.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.530
1M High / 1M Low: 0.750 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.672
Avg. volume 1W:   0.000
Avg. price 1M:   0.675
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -