BNP Paribas Call 90 CHD 20.09.2024
/ DE000PZ11SZ6
BNP Paribas Call 90 CHD 20.09.202.../ DE000PZ11SZ6 /
| 6/13/2024 8:40:55 AM |
Chg.-0.17 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-9.34% |
-
Bid Size: - |
-
Ask Size: - |
Church and Dwight Co... |
90.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.15 |
| Parity: |
0.84 |
| Time value: |
0.84 |
| Break-even: |
106.80 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
3.99 |
| Rho: |
0.14 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.34% |
| 1 Month |
|
|
-6.78% |
| 3 Months |
|
|
-5.17% |
| YTD |
|
|
+63.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.65 |
| 1M High / 1M Low: |
1.83 |
1.38 |
| 6M High / 6M Low: |
1.85 |
0.83 |
| High (YTD): |
4/26/2024 |
1.85 |
| Low (YTD): |
1/8/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.67% |
| Volatility 6M: |
|
79.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
