BNP Paribas Call 100 CHD 17.01.2025
/ DE000PZ11TH2
BNP Paribas Call 100 CHD 17.01.20.../ DE000PZ11TH2 /
| 2024-06-20 8:42:33 AM |
Chg.0.00 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Church and Dwight Co... |
100.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PZ11TH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
0.23 |
| Time value: |
1.22 |
| Break-even: |
114.50 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
5.07% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
4.34 |
| Rho: |
0.28 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.93% |
| 1 Month |
|
|
+19.83% |
| 3 Months |
|
|
+27.52% |
| YTD |
|
|
+93.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.14 |
| 1M High / 1M Low: |
1.39 |
0.93 |
| 6M High / 6M Low: |
1.39 |
0.58 |
| High (YTD): |
2024-06-20 |
1.39 |
| Low (YTD): |
2024-01-05 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.72% |
| Volatility 6M: |
|
87.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
