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

EUWAX
2024-06-14  8:29:33 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 38.70
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -1.94
Time value: 0.26
Break-even: 122.60
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.24
Theta: -0.02
Omega: 9.39
Rho: 0.11
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -22.22%
3 Months
  -30.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -