BNP Paribas Call 98 CHD 20.09.2024
/ DE000PZ11S25
BNP Paribas Call 98 CHD 20.09.202.../ DE000PZ11S25 /
| 2024-05-17 9:50:23 PM |
Chg.-0.050 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-4.55% |
1.050
Bid Size: 3,700 |
1.070
Ask Size: 3,700 |
Church and Dwight Co... |
98.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PZ11S2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.15 |
| Parity: |
0.02 |
| Time value: |
1.09 |
| Break-even: |
109.10 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
5.09 |
| Rho: |
0.16 |
Quote data
| Open: |
1.080 |
| High: |
1.090 |
| Low: |
1.040 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
+3.96% |
| 3 Months |
|
|
+41.89% |
| YTD |
|
|
+77.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.100 |
| 1M High / 1M Low: |
1.240 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
1.240 |
| Low (YTD): |
2024-01-05 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
