BNP Paribas Call 98 CHD 20.12.2024
/ DE000PC2XTJ7
BNP Paribas Call 98 CHD 20.12.202.../ DE000PC2XTJ7 /
| 31/07/2024 09:50:40 |
Chg.+0.010 |
Bid10:05:17 |
Ask10:05:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+1.45% |
0.700
Bid Size: 5,100 |
0.720
Ask Size: 5,100 |
Church and Dwight Co... |
98.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC2XTJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.16 |
| Parity: |
-0.61 |
| Time value: |
0.71 |
| Break-even: |
105.10 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
6.07 |
| Rho: |
0.14 |
Quote data
| Open: |
0.690 |
| High: |
0.700 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-51.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.690 |
| 1M High / 1M Low: |
1.180 |
0.690 |
| 6M High / 6M Low: |
1.490 |
0.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.943 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.88% |
| Volatility 6M: |
|
94.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
