BNP Paribas Call 120 CHD 20.12.20.../  DE000PC6ME94  /

Frankfurt Zert./BNP
2024-09-24  9:50:30 PM Chg.-0.002 Bid8:05:12 AM Ask8:05:12 AM Underlying Strike price Expiration date Option type
0.036EUR -5.26% 0.032
Bid Size: 10,000
0.091
Ask Size: 10,000
Church and Dwight Co... 120.00 - 2024-12-20 Call
 

Master data

WKN: PC6ME9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2024-03-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 102.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -2.68
Time value: 0.09
Break-even: 120.91
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.98
Spread abs.: 0.05
Spread %: 133.33%
Delta: 0.11
Theta: -0.02
Omega: 11.74
Rho: 0.02
 

Quote data

Open: 0.037
High: 0.044
Low: 0.036
Previous Close: 0.038
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -10.00%
3 Months
  -77.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.030
1M High / 1M Low: 0.090 0.030
6M High / 6M Low: 0.330 0.030
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   536.77%
Volatility 6M:   276.85%
Volatility 1Y:   -
Volatility 3Y:   -