BNP Paribas Call 95 CHD 20.12.2024
/ DE000PZ11TA7
BNP Paribas Call 95 CHD 20.12.202.../ DE000PZ11TA7 /
| 2024-09-24 9:50:31 PM |
Chg.-0.020 |
Bid9:58:59 PM |
Ask9:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-2.04% |
0.950
Bid Size: 4,000 |
0.970
Ask Size: 4,000 |
Church and Dwight Co... |
95.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11TA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.16 |
| Parity: |
-0.18 |
| Time value: |
1.01 |
| Break-even: |
105.10 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.54 |
| Theta: |
-0.06 |
| Omega: |
4.99 |
| Rho: |
0.10 |
Quote data
| Open: |
0.980 |
| High: |
1.060 |
| Low: |
0.960 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.80% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
-35.57% |
| YTD |
|
|
+7.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.870 |
| 1M High / 1M Low: |
1.240 |
0.840 |
| 6M High / 6M Low: |
1.730 |
0.760 |
| High (YTD): |
2024-06-18 |
1.730 |
| Low (YTD): |
2024-07-31 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.53% |
| Volatility 6M: |
|
108.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
