BNP Paribas Call 110 CHD 20.12.2024
/ DE000PZ11TD1
BNP Paribas Call 110 CHD 20.12.20.../ DE000PZ11TD1 /
2024-06-07 8:41:33 AM |
Chg.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+3.23% |
- Bid Size: - |
- Ask Size: - |
Church and Dwight Co... |
110.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PZ11TD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Church and Dwight Co Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.15 |
Parity: |
-1.09 |
Time value: |
0.64 |
Break-even: |
116.40 |
Moneyness: |
0.90 |
Premium: |
0.17 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
3.23% |
Delta: |
0.41 |
Theta: |
-0.03 |
Omega: |
6.40 |
Rho: |
0.19 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.45% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+4.92% |
YTD |
|
|
+88.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.580 |
1M High / 1M Low: |
0.650 |
0.390 |
6M High / 6M Low: |
0.700 |
0.260 |
High (YTD): |
2024-04-26 |
0.700 |
Low (YTD): |
2024-01-08 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.583 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.504 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.40% |
Volatility 6M: |
|
122.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |