BNP Paribas Call 98 CHD 21.06.2024
/ DE000PZ11SU7
BNP Paribas Call 98 CHD 21.06.202.../ DE000PZ11SU7 /
| 2024-06-14 9:50:40 PM |
Chg.+0.080 |
Bid9:59:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+10.00% |
0.910
Bid Size: 3,297 |
-
Ask Size: - |
Church and Dwight Co... |
98.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11SU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.16 |
| Parity: |
0.26 |
| Time value: |
0.65 |
| Break-even: |
107.10 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
43.85 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.59 |
| Theta: |
-0.64 |
| Omega: |
6.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.900 |
| Low: |
0.710 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
-3.30% |
| 3 Months |
|
|
+4.76% |
| YTD |
|
|
+109.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.790 |
| 1M High / 1M Low: |
0.940 |
0.570 |
| 6M High / 6M Low: |
1.010 |
0.330 |
| High (YTD): |
2024-04-30 |
1.010 |
| Low (YTD): |
2024-01-03 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.704 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.26% |
| Volatility 6M: |
|
136.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
