BNP Paribas Put 90 CHD 20.09.2024
/ DE000PZ11TT7
BNP Paribas Put 90 CHD 20.09.2024/ DE000PZ11TT7 /
| 2024-06-13 8:40:56 AM |
Chg.+0.006 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
+15.00% |
-
Bid Size: - |
-
Ask Size: - |
Church and Dwight Co... |
90.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
PZ11TT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-108.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-0.84 |
| Time value: |
0.09 |
| Break-even: |
89.09 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
97.83% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-17.27 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
-9.80% |
| 3 Months |
|
|
-67.14% |
| YTD |
|
|
-88.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.040 |
| 1M High / 1M Low: |
0.070 |
0.030 |
| 6M High / 6M Low: |
0.520 |
0.030 |
| High (YTD): |
2024-01-05 |
0.420 |
| Low (YTD): |
2024-05-28 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.81% |
| Volatility 6M: |
|
206.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
