BNP Paribas Call 95 CHD 20.12.2024
/ DE000PZ11TA7
BNP Paribas Call 95 CHD 20.12.202.../ DE000PZ11TA7 /
| 20/06/2024 08:42:31 |
Chg.+0.01 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
+0.58% |
-
Bid Size: - |
-
Ask Size: - |
Church and Dwight Co... |
95.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.15 |
| Parity: |
0.73 |
| Time value: |
1.03 |
| Break-even: |
112.60 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
2.92% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
3.90 |
| Rho: |
0.26 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.28% |
| 1 Month |
|
|
+19.44% |
| 3 Months |
|
|
+15.44% |
| YTD |
|
|
+91.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.43 |
| 1M High / 1M Low: |
1.71 |
1.20 |
| 6M High / 6M Low: |
1.71 |
0.74 |
| High (YTD): |
19/06/2024 |
1.71 |
| Low (YTD): |
05/01/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.73% |
| Volatility 6M: |
|
79.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
