BNP Paribas Call 90 CHD 17.01.2025
/ DE000PZ11TF6
BNP Paribas Call 90 CHD 17.01.202.../ DE000PZ11TF6 /
| 2024-06-19 9:50:33 PM |
Chg.-0.020 |
Bid2024-06-19 |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
-0.92% |
2.150
Bid Size: 1,396 |
-
Ask Size: - |
Church and Dwight Co... |
90.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PZ11TF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.15 |
| Parity: |
1.23 |
| Time value: |
0.97 |
| Break-even: |
112.00 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.36 |
| Rho: |
0.30 |
Quote data
| Open: |
2.160 |
| High: |
2.170 |
| Low: |
2.140 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.97% |
| 1 Month |
|
|
+14.36% |
| 3 Months |
|
|
+15.59% |
| YTD |
|
|
+77.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
1.870 |
| 1M High / 1M Low: |
2.170 |
1.670 |
| 6M High / 6M Low: |
2.170 |
1.070 |
| High (YTD): |
2024-06-18 |
2.170 |
| Low (YTD): |
2024-01-03 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.678 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.00% |
| Volatility 6M: |
|
62.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
