BNP Paribas Call 100 CHD 20.09.2024
/ DE000PZ11S33
BNP Paribas Call 100 CHD 20.09.20.../ DE000PZ11S33 /
| 6/28/2024 9:50:30 PM |
Chg.-0.060 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-8.96% |
0.640
Bid Size: 4,688 |
0.660
Ask Size: 4,546 |
Church and Dwight Co... |
100.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PZ11S3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| 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: |
14.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.16 |
| Parity: |
-0.32 |
| Time value: |
0.66 |
| Break-even: |
106.60 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.49 |
| Theta: |
-0.05 |
| Omega: |
7.19 |
| Rho: |
0.09 |
Quote data
| Open: |
0.660 |
| High: |
0.690 |
| Low: |
0.580 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.35% |
| 1 Month |
|
|
-18.67% |
| 3 Months |
|
|
-31.46% |
| YTD |
|
|
+22.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.610 |
| 1M High / 1M Low: |
1.140 |
0.610 |
| 6M High / 6M Low: |
1.140 |
0.480 |
| High (YTD): |
6/18/2024 |
1.140 |
| Low (YTD): |
1/3/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.07% |
| Volatility 6M: |
|
114.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
