BNP Paribas Call 88 CHD 20.09.2024
/ DE000PC2XTE8
BNP Paribas Call 88 CHD 20.09.202.../ DE000PC2XTE8 /
| 6/7/2024 9:50:36 PM |
Chg.0.000 |
Bid9:59:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.930EUR |
0.00% |
1.920
Bid Size: 3,100 |
-
Ask Size: - |
Church and Dwight Co... |
88.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC2XTE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.15 |
| Parity: |
1.14 |
| Time value: |
0.79 |
| Break-even: |
107.30 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
3.68 |
| Rho: |
0.15 |
Quote data
| Open: |
1.990 |
| High: |
2.010 |
| Low: |
1.930 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.89% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+6.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.910 |
| 1M High / 1M Low: |
1.980 |
1.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.877 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
