BNP Paribas Call 102 CHD 20.09.2024
/ DE000PZ11S41
BNP Paribas Call 102 CHD 20.09.20.../ DE000PZ11S41 /
| 6/20/2024 8:42:31 AM |
Chg.0.000 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.15 |
| Parity: |
0.03 |
| Time value: |
0.99 |
| Break-even: |
112.20 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.05 |
| Spread %: |
5.15% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
5.68 |
| Rho: |
0.12 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.88% |
| 1 Month |
|
|
+25.97% |
| 3 Months |
|
|
+34.72% |
| YTD |
|
|
+125.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.730 |
| 1M High / 1M Low: |
0.970 |
0.530 |
| 6M High / 6M Low: |
0.970 |
0.330 |
| High (YTD): |
6/20/2024 |
0.970 |
| Low (YTD): |
1/8/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.700 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.76% |
| Volatility 6M: |
|
123.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
