BNP Paribas Put 85 CHD 20.09.2024
/ DE000PC25VP0
BNP Paribas Put 85 CHD 20.09.2024/ DE000PC25VP0 /
| 2024-05-17 9:50:25 PM |
Chg.+0.002 |
Bid9:57:01 PM |
Ask9:57:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
+10.00% |
0.021
Bid Size: 15,700 |
0.041
Ask Size: 15,700 |
Church and Dwight Co... |
85.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
PC25VP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-239.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-1.32 |
| Time value: |
0.04 |
| Break-even: |
84.59 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
95.24% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-18.45 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.020 |
| High: |
0.024 |
| Low: |
0.020 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-72.50% |
| 3 Months |
|
|
-88.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.020 |
| 1M High / 1M Low: |
0.080 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
