BNP Paribas Call 98 CHD 20.12.202.../  DE000PC2XTJ7  /

Frankfurt Zert./BNP
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:   -