BNP Paribas Call 95 CHD 20.09.2024
/ DE000PZ11S17
BNP Paribas Call 95 CHD 20.09.202.../ DE000PZ11S17 /
| 6/3/2024 8:39:51 AM |
Chg.+0.26 |
Bid12:08:06 PM |
Ask12:08:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+24.07% |
1.29
Bid Size: 3,400 |
1.31
Ask Size: 3,400 |
Church and Dwight Co... |
95.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PZ11S1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.15 |
| Parity: |
0.36 |
| Time value: |
0.98 |
| Break-even: |
108.40 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
4.58 |
| Rho: |
0.14 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.51% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+26.42% |
| YTD |
|
|
+83.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
0.99 |
| 1M High / 1M Low: |
1.38 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/26/2024 |
1.45 |
| Low (YTD): |
1/8/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
