BNP Paribas Call 90 CHD 20.09.2024
/ DE000PZ11SZ6
BNP Paribas Call 90 CHD 20.09.202.../ DE000PZ11SZ6 /
| 2024-05-17 9:50:29 PM |
Chg.-0.050 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
-2.87% |
1.690
Bid Size: 3,300 |
1.710
Ask Size: 3,300 |
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: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.15 |
| Parity: |
0.82 |
| Time value: |
0.92 |
| Break-even: |
107.40 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
3.84 |
| Rho: |
0.17 |
Quote data
| Open: |
1.720 |
| High: |
1.730 |
| Low: |
1.680 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.59% |
| 1 Month |
|
|
+6.96% |
| 3 Months |
|
|
+37.40% |
| YTD |
|
|
+67.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.740 |
| 1M High / 1M Low: |
1.870 |
1.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
1.870 |
| Low (YTD): |
2024-01-03 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
