BNP Paribas Call 88 CHD 20.09.2024
/ DE000PC2XTE8
BNP Paribas Call 88 CHD 20.09.202.../ DE000PC2XTE8 /
| 6/13/2024 8:33:59 AM |
Chg.-0.18 |
Bid7:17:13 PM |
Ask7:17:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-9.00% |
1.85
Bid Size: 6,200 |
-
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: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.15 |
| Parity: |
1.04 |
| Time value: |
0.80 |
| Break-even: |
106.40 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
3.77 |
| Rho: |
0.14 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.92 |
| 1M High / 1M Low: |
2.01 |
1.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
