BNP Paribas Call 88 CHD 20.12.2024
/ DE000PC2XTL3
BNP Paribas Call 88 CHD 20.12.202.../ DE000PC2XTL3 /
| 2024-06-20 8:37:11 AM |
Chg.+0.01 |
Bid7:08:22 PM |
Ask7:08:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+0.44% |
2.23
Bid Size: 6,200 |
2.25
Ask Size: 6,200 |
Church and Dwight Co... |
88.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC2XTL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.15 |
| Parity: |
1.43 |
| Time value: |
0.91 |
| Break-even: |
111.40 |
| Moneyness: |
1.16 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
2.63% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
3.22 |
| Rho: |
0.26 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.75% |
| 1 Month |
|
|
+16.75% |
| 3 Months |
|
|
+15.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
1.97 |
| 1M High / 1M Low: |
2.29 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
