BNP Paribas Call 92 CHD 20.09.2024
/ DE000PZ11S09
BNP Paribas Call 92 CHD 20.09.202.../ DE000PZ11S09 /
2024-06-13 9:50:29 PM |
Chg.+0.030 |
Bid9:58:15 PM |
Ask9:58:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
+2.01% |
1.510 Bid Size: 3,200 |
1.530 Ask Size: 3,200 |
Church and Dwight Co... |
92.00 - |
2024-09-20 |
Call |
Master data
WKN: |
PZ11S0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Church and Dwight Co Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-04 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.57 |
Historic volatility: |
0.15 |
Parity: |
0.64 |
Time value: |
0.88 |
Break-even: |
107.20 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.02 |
Spread %: |
1.33% |
Delta: |
0.66 |
Theta: |
-0.06 |
Omega: |
4.26 |
Rho: |
0.13 |
Quote data
Open: |
1.480 |
High: |
1.530 |
Low: |
1.470 |
Previous Close: |
1.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.40% |
1 Month |
|
|
-3.80% |
3 Months |
|
|
-2.56% |
YTD |
|
|
+70.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.600 |
1.490 |
1M High / 1M Low: |
1.640 |
1.280 |
6M High / 6M Low: |
1.710 |
0.760 |
High (YTD): |
2024-04-30 |
1.710 |
Low (YTD): |
2024-01-03 |
0.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.574 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.536 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.305 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.14% |
Volatility 6M: |
|
85.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |