BNP Paribas Call 120 CHD 20.12.20.../  DE000PC6ME94  /

Frankfurt Zert./BNP
7/5/2024  9:50:32 PM Chg.-0.010 Bid7/5/2024 Ask7/5/2024 Underlying Strike price Expiration date Option type
0.190EUR -5.00% 0.190
Bid Size: 12,900
0.210
Ask Size: 12,900
Church and Dwight Co... 120.00 - 12/20/2024 Call
 

Master data

WKN: PC6ME9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/20/2024
Issue date: 3/14/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.83
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.15
Parity: -2.17
Time value: 0.21
Break-even: 122.10
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.21
Theta: -0.02
Omega: 9.73
Rho: 0.08
 

Quote data

Open: 0.200
High: 0.200
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month
  -24.00%
3 Months
  -17.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -