BNP Paribas Call 88 CHD 20.12.2024
/ DE000PC2XTL3
BNP Paribas Call 88 CHD 20.12.202.../ DE000PC2XTL3 /
| 9/20/2024 8:35:37 AM |
Chg.-0.15 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-9.87% |
-
Bid Size: - |
-
Ask Size: - |
Church and Dwight Co... |
88.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.16 |
| Parity: |
0.46 |
| Time value: |
1.08 |
| Break-even: |
103.40 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.64 |
| Theta: |
-0.07 |
| Omega: |
3.82 |
| Rho: |
0.11 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.29% |
| 1 Month |
|
|
-8.67% |
| 3 Months |
|
|
-38.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.37 |
| 1M High / 1M Low: |
1.77 |
1.35 |
| 6M High / 6M Low: |
2.30 |
1.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.97% |
| Volatility 6M: |
|
95.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
