BNP Paribas Call 102 CHD 20.09.2024
/ DE000PZ11S41
BNP Paribas Call 102 CHD 20.09.20.../ DE000PZ11S41 /
6/7/2024 9:50:29 PM |
Chg.-0.010 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-1.22% |
0.810 Bid Size: 3,704 |
0.830 Ask Size: 3,615 |
Church and Dwight Co... |
102.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PZ11S4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Church and Dwight Co Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
102.00 - |
Maturity: |
9/20/2024 |
Issue date: |
12/4/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.15 |
Parity: |
-0.29 |
Time value: |
0.87 |
Break-even: |
110.70 |
Moneyness: |
0.97 |
Premium: |
0.12 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.02 |
Spread %: |
2.35% |
Delta: |
0.52 |
Theta: |
-0.05 |
Omega: |
5.89 |
Rho: |
0.12 |
Quote data
Open: |
0.870 |
High: |
0.880 |
Low: |
0.810 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.00% |
1 Month |
|
|
-5.81% |
3 Months |
|
|
-1.22% |
YTD |
|
|
+88.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.750 |
1M High / 1M Low: |
0.860 |
0.570 |
6M High / 6M Low: |
0.960 |
0.350 |
High (YTD): |
4/30/2024 |
0.960 |
Low (YTD): |
1/3/2024 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.812 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.789 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.666 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.17% |
Volatility 6M: |
|
120.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |