BNP Paribas Call 88 CHD 20.12.2024
/ DE000PC2XTL3
BNP Paribas Call 88 CHD 20.12.202.../ DE000PC2XTL3 /
| 2024-09-24 9:50:22 PM |
Chg.-0.020 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
-1.32% |
1.480
Bid Size: 3,500 |
1.500
Ask Size: 3,500 |
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: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.16 |
| Parity: |
0.52 |
| Time value: |
1.03 |
| Break-even: |
103.50 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
0.64 |
| Theta: |
-0.07 |
| Omega: |
3.85 |
| Rho: |
0.11 |
Quote data
| Open: |
1.520 |
| High: |
1.610 |
| Low: |
1.500 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.46% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
-26.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.400 |
| 1M High / 1M Low: |
1.790 |
1.360 |
| 6M High / 6M Low: |
2.300 |
1.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.562 |
| Avg. volume 1M: |
|
291.429 |
| Avg. price 6M: |
|
1.781 |
| Avg. volume 6M: |
|
47.813 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.51% |
| Volatility 6M: |
|
81.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
