BNP Paribas Call 108 CHD 20.09.2024
/ DE000PZ11S66
BNP Paribas Call 108 CHD 20.09.20.../ DE000PZ11S66 /
| 6/7/2024 8:41:32 AM |
Chg.+0.020 |
Bid7:08:41 PM |
Ask7:08:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+4.17% |
0.480
Bid Size: 6,250 |
0.500
Ask Size: 6,000 |
Church and Dwight Co... |
108.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PZ11S6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
-0.89 |
| Time value: |
0.50 |
| Break-even: |
113.00 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
7.79 |
| Rho: |
0.10 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.29% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.310 |
| 1M High / 1M Low: |
0.510 |
0.250 |
| 6M High / 6M Low: |
0.600 |
0.190 |
| High (YTD): |
4/26/2024 |
0.600 |
| Low (YTD): |
1/8/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.04% |
| Volatility 6M: |
|
157.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
