BNP Paribas Call 98 CHD 20.09.2024
/ DE000PZ11S25
BNP Paribas Call 98 CHD 20.09.202.../ DE000PZ11S25 /
| 12/06/2024 21:50:30 |
Chg.-0.100 |
Bid21:58:33 |
Ask21:58:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-8.93% |
1.020
Bid Size: 3,600 |
1.040
Ask Size: 3,600 |
Church and Dwight Co... |
98.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PZ11S2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.15 |
| Parity: |
0.25 |
| Time value: |
0.92 |
| Break-even: |
109.70 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
5.19 |
| Rho: |
0.13 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
0.990 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
-11.30% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
+72.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
1.100 |
| 1M High / 1M Low: |
1.150 |
0.830 |
| 6M High / 6M Low: |
1.240 |
0.480 |
| High (YTD): |
30/04/2024 |
1.240 |
| Low (YTD): |
05/01/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.902 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.26% |
| Volatility 6M: |
|
105.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
