BNP Paribas Call 102 CHD 20.12.2024
/ DE000PC2XTH1
BNP Paribas Call 102 CHD 20.12.20.../ DE000PC2XTH1 /
2024-06-21 5:05:19 PM |
Chg.+0.010 |
Bid5:07:38 PM |
Ask5:07:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
+0.88% |
1.160 Bid Size: 7,600 |
1.180 Ask Size: 7,600 |
Church and Dwight Co... |
102.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PC2XTH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Church and Dwight Co Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
102.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.15 |
Parity: |
-0.03 |
Time value: |
1.16 |
Break-even: |
113.60 |
Moneyness: |
1.00 |
Premium: |
0.12 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
1.75% |
Delta: |
0.58 |
Theta: |
-0.03 |
Omega: |
5.05 |
Rho: |
0.23 |
Quote data
Open: |
1.130 |
High: |
1.210 |
Low: |
1.120 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.65% |
1 Month |
|
|
+11.65% |
3 Months |
|
|
+19.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
1.030 |
1M High / 1M Low: |
1.200 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |