BNP Paribas Call 90 CHD 20.09.2024
/ DE000PZ11SZ6
BNP Paribas Call 90 CHD 20.09.202.../ DE000PZ11SZ6 /
| 2024-06-07 9:50:39 PM |
Chg.0.000 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
0.00% |
1.750
Bid Size: 3,200 |
1.770
Ask Size: 3,200 |
Church and Dwight Co... |
90.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PZ11SZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.15 |
| Parity: |
0.91 |
| Time value: |
0.90 |
| Break-even: |
108.10 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.69 |
| Theta: |
-0.06 |
| Omega: |
3.76 |
| Rho: |
0.14 |
Quote data
| Open: |
1.820 |
| High: |
1.830 |
| Low: |
1.760 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.39% |
| 1 Month |
|
|
-1.12% |
| 3 Months |
|
|
+7.98% |
| YTD |
|
|
+74.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.670 |
| 1M High / 1M Low: |
1.810 |
1.450 |
| 6M High / 6M Low: |
1.870 |
0.860 |
| High (YTD): |
2024-04-30 |
1.870 |
| Low (YTD): |
2024-01-03 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.78% |
| Volatility 6M: |
|
80.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
