BNP Paribas Call 102 CHD 20.12.2024
/ DE000PC2XTH1
BNP Paribas Call 102 CHD 20.12.20.../ DE000PC2XTH1 /
| 7/25/2024 8:20:44 AM |
Chg.0.000 |
Bid8:28:12 AM |
Ask8:28:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
0.00% |
0.550
Bid Size: 5,455 |
0.570
Ask Size: 5,264 |
Church and Dwight Co... |
102.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PC2XTH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.16 |
| Parity: |
-0.96 |
| Time value: |
0.55 |
| Break-even: |
107.50 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
6.78 |
| Rho: |
0.13 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-51.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.530 |
| 1M High / 1M Low: |
0.910 |
0.530 |
| 6M High / 6M Low: |
1.200 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.751 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.49% |
| Volatility 6M: |
|
105.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
