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

Frankfurt Zert./BNP
11/12/2024  9:50:26 PM Chg.+0.001 Bid9:55:18 PM Ask9:55:18 PM Underlying Strike price Expiration date Option type
0.014EUR +7.69% 0.012
Bid Size: 22,100
0.091
Ask Size: 22,100
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: 111.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -1.90
Time value: 0.09
Break-even: 120.91
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 4.62
Spread abs.: 0.08
Spread %: 600.00%
Delta: 0.13
Theta: -0.04
Omega: 14.77
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.015
Low: 0.010
Previous Close: 0.013
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month
  -12.50%
3 Months
  -77.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.004
1M High / 1M Low: 0.041 0.004
6M High / 6M Low: 0.310 0.004
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.108
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   577.95%
Volatility 6M:   468.85%
Volatility 1Y:   -
Volatility 3Y:   -