BNP Paribas Call 85 CHD 20.12.2024
/ DE000PC1L8A7
BNP Paribas Call 85 CHD 20.12.202.../ DE000PC1L8A7 /
| 11/12/2024 9:50:39 PM |
Chg.+0.080 |
Bid9:59:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
+3.72% |
2.190
Bid Size: 2,900 |
-
Ask Size: - |
Church and Dwight Co... |
85.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.16 |
| Parity: |
1.60 |
| Time value: |
0.55 |
| Break-even: |
106.50 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.46% |
| Delta: |
0.76 |
| Theta: |
-0.13 |
| Omega: |
3.58 |
| Rho: |
0.06 |
Quote data
| Open: |
2.160 |
| High: |
2.240 |
| Low: |
2.110 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.28% |
| 1 Month |
|
|
+40.25% |
| 3 Months |
|
|
+35.15% |
| YTD |
|
|
+51.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.710 |
| 1M High / 1M Low: |
2.150 |
1.460 |
| 6M High / 6M Low: |
2.550 |
1.430 |
| High (YTD): |
6/18/2024 |
2.550 |
| Low (YTD): |
10/7/2024 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.758 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.905 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.30% |
| Volatility 6M: |
|
89.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
