BNP Paribas Call 98 CHD 20.09.2024
/ DE000PZ11S25
BNP Paribas Call 98 CHD 20.09.202.../ DE000PZ11S25 /
| 6/7/2024 9:50:28 PM |
Chg.-0.010 |
Bid9:58:50 PM |
Ask9:58:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-0.90% |
1.100
Bid Size: 3,500 |
1.120
Ask Size: 3,500 |
Church and Dwight Co... |
98.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.15 |
| Parity: |
0.11 |
| Time value: |
1.05 |
| Break-even: |
109.60 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
5.00 |
| Rho: |
0.13 |
Quote data
| Open: |
1.160 |
| High: |
1.170 |
| Low: |
1.100 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.80% |
| 1 Month |
|
|
-3.51% |
| 3 Months |
|
|
+3.77% |
| YTD |
|
|
+86.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.030 |
| 1M High / 1M Low: |
1.150 |
0.830 |
| 6M High / 6M Low: |
1.240 |
0.480 |
| High (YTD): |
4/30/2024 |
1.240 |
| Low (YTD): |
1/5/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.890 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.89% |
| Volatility 6M: |
|
107.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
