BNP Paribas Put 95 CHD 20.09.2024
/ DE000PZ11TU5
BNP Paribas Put 95 CHD 20.09.2024/ DE000PZ11TU5 /
| 6/21/2024 9:50:31 PM |
Chg.-0.001 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-1.72% |
0.057
Bid Size: 22,800 |
0.091
Ask Size: 22,800 |
Church and Dwight Co... |
95.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
PZ11TU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-111.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-0.69 |
| Time value: |
0.09 |
| Break-even: |
94.09 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
59.65% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-19.85 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.057 |
| High: |
0.066 |
| Low: |
0.052 |
| Previous Close: |
0.058 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.75% |
| 1 Month |
|
|
-36.67% |
| 3 Months |
|
|
-71.50% |
| YTD |
|
|
-90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.045 |
| 1M High / 1M Low: |
0.130 |
0.045 |
| 6M High / 6M Low: |
0.620 |
0.045 |
| High (YTD): |
1/5/2024 |
0.600 |
| Low (YTD): |
6/19/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.32% |
| Volatility 6M: |
|
160.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
