BNP Paribas Call 85 CHD 20.12.2024
/ DE000PC1L8A7
BNP Paribas Call 85 CHD 20.12.202.../ DE000PC1L8A7 /
| 06/09/2024 17:50:47 |
Chg.0.000 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
0.00% |
1.970
Bid Size: 6,600 |
1.990
Ask Size: 6,600 |
Church and Dwight Co... |
85.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC1L8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.16 |
| Parity: |
0.99 |
| Time value: |
1.02 |
| Break-even: |
105.10 |
| Moneyness: |
1.12 |
| Premium: |
0.11 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
3.27 |
| Rho: |
0.13 |
Quote data
| Open: |
1.950 |
| High: |
2.030 |
| Low: |
1.910 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.26% |
| 1 Month |
|
|
+11.93% |
| 3 Months |
|
|
-15.45% |
| YTD |
|
|
+34.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.680 |
| 1M High / 1M Low: |
2.020 |
1.560 |
| 6M High / 6M Low: |
2.550 |
1.460 |
| High (YTD): |
18/06/2024 |
2.550 |
| Low (YTD): |
03/01/2024 |
1.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.709 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.050 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.09% |
| Volatility 6M: |
|
71.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
