BNP Paribas Call 90 CHD 20.09.2024
/ DE000PZ11SZ6
BNP Paribas Call 90 CHD 20.09.202.../ DE000PZ11SZ6 /
| 31/05/2024 21:50:38 |
Chg.+0.160 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+10.60% |
1.730
Bid Size: 3,200 |
1.750
Ask Size: 3,200 |
Church and Dwight Co... |
90.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PZ11SZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.15 |
| Parity: |
0.86 |
| Time value: |
0.89 |
| Break-even: |
107.50 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
3.86 |
| Rho: |
0.15 |
Quote data
| Open: |
1.500 |
| High: |
1.670 |
| Low: |
1.470 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.60% |
| 1 Month |
|
|
-10.70% |
| 3 Months |
|
|
+24.63% |
| YTD |
|
|
+65.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.450 |
| 1M High / 1M Low: |
1.790 |
1.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
30/04/2024 |
1.870 |
| Low (YTD): |
03/01/2024 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.695 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
