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BNP Paribas Call 100 CHD 20.09.20.../  DE000PZ11S33  /

Frankfurt Zert./BNP
16/07/2024  08:50:41 Chg.-0.020 Bid16/07/2024 Ask16/07/2024 Underlying Strike price Expiration date Option type
0.420EUR -4.55% 0.420
Bid Size: 7,143		 0.440
Ask Size: 6,819		 Church and Dwight Co... 100.00 - 20/09/2024 Call
 

Master data

WKN: PZ11S3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 20/09/2024
Issue date: 04/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.95
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.15
Parity: -0.43
Time value: 0.64
Break-even: 106.40
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.78
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.47
Theta: -0.06
Omega: 7.03
Rho: 0.07
 

Quote data

Open: 0.390
High: 0.420
Low: 0.390
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -39.13%
1 Month
  -55.79%
3 Months
  -51.16%
YTD
  -16.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.440
1M High / 1M Low: 1.140 0.440
6M High / 6M Low: 1.140 0.440
High (YTD): 18/06/2024 1.140
Low (YTD): 15/07/2024 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.616
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   0.836
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.27%
Volatility 6M:   124.67%
Volatility 1Y:   -
Volatility 3Y:   -