BNP Paribas Call 92 CHD 20.12.2024
/ DE000PC2XTK5
BNP Paribas Call 92 CHD 20.12.202.../ DE000PC2XTK5 /
| 2024-09-25 10:50:38 AM |
Chg.-0.030 |
Bid2024-09-25 |
Ask2024-09-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-2.52% |
1.160
Bid Size: 3,700 |
1.180
Ask Size: 3,700 |
Church and Dwight Co... |
92.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC2XTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.16 |
| Parity: |
0.02 |
| Time value: |
1.17 |
| Break-even: |
103.90 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
4.45 |
| Rho: |
0.10 |
Quote data
| Open: |
1.150 |
| High: |
1.160 |
| Low: |
1.150 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.87% |
| 1 Month |
|
|
+1.75% |
| 3 Months |
|
|
-24.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.090 |
| 1M High / 1M Low: |
1.470 |
1.050 |
| 6M High / 6M Low: |
1.970 |
0.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.472 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.98% |
| Volatility 6M: |
|
95.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
