BNP Paribas Put 95 CHD 20.09.2024
/ DE000PZ11TU5
BNP Paribas Put 95 CHD 20.09.2024/ DE000PZ11TU5 /
| 7/30/2024 8:20:48 PM |
Chg.+0.060 |
Bid7/30/2024 |
Ask7/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+54.55% |
0.170
Bid Size: 16,600 |
0.190
Ask Size: 16,600 |
Church and Dwight Co... |
95.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
PZ11TU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-67.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.16 |
| Parity: |
0.11 |
| Time value: |
0.03 |
| Break-even: |
93.60 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-39.25 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.110 |
| High: |
0.180 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
+21.43% |
| YTD |
|
|
-70.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.110 |
| 1M High / 1M Low: |
0.150 |
0.060 |
| 6M High / 6M Low: |
0.460 |
0.045 |
| High (YTD): |
1/5/2024 |
0.600 |
| Low (YTD): |
6/19/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.40% |
| Volatility 6M: |
|
221.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
