BNP Paribas Call 115 CHD 20.12.2024
/ DE000PZ11TE9
BNP Paribas Call 115 CHD 20.12.20.../ DE000PZ11TE9 /
2024-06-07 8:41:33 AM |
Chg.+0.020 |
Bid6:20:49 PM |
Ask6:20:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+4.88% |
0.410 Bid Size: 7,318 |
0.430 Ask Size: 6,977 |
Church and Dwight Co... |
115.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PZ11TE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Church and Dwight Co Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.15 |
Parity: |
-1.59 |
Time value: |
0.44 |
Break-even: |
119.40 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
0.33 |
Theta: |
-0.02 |
Omega: |
7.41 |
Rho: |
0.15 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.57% |
1 Month |
|
|
+10.26% |
3 Months |
|
|
+13.16% |
YTD |
|
|
+86.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.280 |
1M High / 1M Low: |
0.440 |
0.240 |
6M High / 6M Low: |
0.490 |
0.180 |
High (YTD): |
2024-04-26 |
0.490 |
Low (YTD): |
2024-01-05 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.376 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.384 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.344 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.57% |
Volatility 6M: |
|
137.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |