BNP Paribas Call 92 CHD 20.09.2024
/ DE000PZ11S09
BNP Paribas Call 92 CHD 20.09.202.../ DE000PZ11S09 /
| 6/13/2024 5:21:18 PM |
Chg.0.000 |
Bid6/13/2024 |
Ask6/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
0.00% |
1.490
Bid Size: 6,600 |
1.510
Ask Size: 6,600 |
Church and Dwight Co... |
92.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
1.500 |
| Low: |
1.470 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.29% |
| 1 Month |
|
|
-5.70% |
| 3 Months |
|
|
-4.49% |
| YTD |
|
|
+67.42% |
| 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): |
4/30/2024 |
1.710 |
| Low (YTD): |
1/3/2024 |
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: |
|
- |
