BNP Paribas Call 98 CHD 20.12.2024
/ DE000PC2XTJ7
BNP Paribas Call 98 CHD 20.12.202.../ DE000PC2XTJ7 /
| 12/11/2024 17:50:32 |
Chg.+0.020 |
Bid17:58:53 |
Ask17:58:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+2.04% |
1.020
Bid Size: 6,400 |
1.040
Ask Size: 6,400 |
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: |
10.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.16 |
| Parity: |
0.30 |
| Time value: |
0.71 |
| Break-even: |
108.10 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.60 |
| Theta: |
-0.11 |
| Omega: |
6.04 |
| Rho: |
0.05 |
Quote data
| Open: |
0.980 |
| High: |
1.000 |
| Low: |
0.940 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.93% |
| 1 Month |
|
|
+63.93% |
| 3 Months |
|
|
+36.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.600 |
| 1M High / 1M Low: |
0.980 |
0.490 |
| 6M High / 6M Low: |
1.490 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.22% |
| Volatility 6M: |
|
166.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
