BNP Paribas Call 90 CHD 20.12.2024
/ DE000PZ11S90
BNP Paribas Call 90 CHD 20.12.202.../ DE000PZ11S90 /
| 7/25/2024 1:20:58 PM |
Chg.+0.060 |
Bid7/25/2024 |
Ask7/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+4.72% |
1.330
Bid Size: 3,800 |
1.350
Ask Size: 3,800 |
Church and Dwight Co... |
90.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PZ11S9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.16 |
| Parity: |
0.26 |
| Time value: |
1.04 |
| Break-even: |
103.00 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
4.38 |
| Rho: |
0.18 |
Quote data
| Open: |
1.280 |
| High: |
1.340 |
| Low: |
1.280 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.64% |
| 1 Month |
|
|
-21.30% |
| 3 Months |
|
|
-32.49% |
| YTD |
|
|
+14.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.270 |
| 1M High / 1M Low: |
1.790 |
1.270 |
| 6M High / 6M Low: |
2.130 |
1.270 |
| High (YTD): |
6/18/2024 |
2.130 |
| Low (YTD): |
1/3/2024 |
1.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.708 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.43% |
| Volatility 6M: |
|
70.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
