BNP Paribas Call 108 CHD 20.12.20.../  DE000PC2XTG3  /

EUWAX
25/07/2024  08:32:54 Chg.+0.030 Bid14:53:44 Ask14:53:44 Underlying Strike price Expiration date Option type
0.310EUR +10.71% -
Bid Size: -
-
Ask Size: -
Church and Dwight Co... 108.00 - 20/12/2024 Call
 

Master data

WKN: PC2XTG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 108.00 -
Maturity: 20/12/2024
Issue date: 04/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.06
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.16
Parity: -1.54
Time value: 0.33
Break-even: 111.30
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.29
Theta: -0.03
Omega: 8.24
Rho: 0.10
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.11%
1 Month
  -53.73%
3 Months
  -60.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.280
1M High / 1M Low: 0.670 0.280
6M High / 6M Low: 0.820 0.280
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   0.613
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.26%
Volatility 6M:   136.38%
Volatility 1Y:   -
Volatility 3Y:   -