BNP Paribas Call 95 CHD 20.12.2024
/ DE000PZ11TA7
BNP Paribas Call 95 CHD 20.12.202.../ DE000PZ11TA7 /
| 7/30/2024 8:50:28 PM |
Chg.-0.200 |
Bid8:55:31 PM |
Ask8:55:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-19.23% |
0.850
Bid Size: 9,200 |
0.870
Ask Size: 9,200 |
Church and Dwight Co... |
95.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PZ11TA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
-0.11 |
| Time value: |
1.03 |
| Break-even: |
105.30 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
5.09 |
| Rho: |
0.16 |
Quote data
| Open: |
1.010 |
| High: |
1.030 |
| Low: |
0.820 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-28.81% |
| 3 Months |
|
|
-48.78% |
| YTD |
|
|
-5.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.920 |
| 1M High / 1M Low: |
1.400 |
0.920 |
| 6M High / 6M Low: |
1.730 |
0.920 |
| High (YTD): |
6/18/2024 |
1.730 |
| Low (YTD): |
1/3/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.24% |
| Volatility 6M: |
|
83.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
