BNP Paribas Call 102 CHD 20.12.2024
/ DE000PC2XTH1
BNP Paribas Call 102 CHD 20.12.20.../ DE000PC2XTH1 /
| 2024-09-20 9:50:27 PM |
Chg.+0.070 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+15.56% |
0.530
Bid Size: 5,661 |
0.550
Ask Size: 5,455 |
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: |
16.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.16 |
| Parity: |
-0.94 |
| Time value: |
0.55 |
| Break-even: |
107.50 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.40 |
| Theta: |
-0.05 |
| Omega: |
6.74 |
| Rho: |
0.08 |
Quote data
| Open: |
0.430 |
| High: |
0.550 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-5.45% |
| 3 Months |
|
|
-53.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.450 |
| 1M High / 1M Low: |
0.750 |
0.430 |
| 6M High / 6M Low: |
1.200 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.78% |
| Volatility 6M: |
|
149.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
