BNP Paribas Call 125 CHD 17.01.20.../  DE000PC6MFA9  /

Frankfurt Zert./BNP
2024-06-14  9:50:43 PM Chg.+0.020 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.180EUR +12.50% 0.180
Bid Size: 10,000
0.200
Ask Size: 10,000
Church and Dwight Co... 125.00 - 2025-01-17 Call
 

Master data

WKN: PC6MFA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2025-01-17
Issue date: 2024-03-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.30
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -2.44
Time value: 0.20
Break-even: 127.00
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.19
Theta: -0.01
Omega: 9.76
Rho: 0.10
 

Quote data

Open: 0.160
High: 0.180
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.26%
3 Months
  -10.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.200 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -