BNP Paribas Put 100 CHD 20.09.2024
/ DE000PZ11TV3
BNP Paribas Put 100 CHD 20.09.202.../ DE000PZ11TV3 /
| 6/7/2024 9:50:29 PM |
Chg.0.000 |
Bid9:58:50 PM |
Ask9:58:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.150
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
Church and Dwight Co... |
100.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
PZ11TV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.15 |
| Parity: |
0.06 |
| Time value: |
0.11 |
| Break-even: |
98.30 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-26.46 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.140 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-59.46% |
| YTD |
|
|
-81.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.150 |
| 1M High / 1M Low: |
0.240 |
0.150 |
| 6M High / 6M Low: |
0.980 |
0.150 |
| High (YTD): |
1/5/2024 |
0.830 |
| Low (YTD): |
6/7/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.81% |
| Volatility 6M: |
|
129.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
