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

EUWAX
2024-07-30  8:40:46 AM Chg.-0.010 Bid8:28:26 PM Ask8:28:26 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.320
Bid Size: 12,200		 0.340
Ask Size: 12,200		 Church and Dwight Co... 100.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-12-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.41
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.16
Parity: -0.61
Time value: 0.46
Break-even: 104.60
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 1.13
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.41
Theta: -0.07
Omega: 8.39
Rho: 0.05
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -33.33%
3 Months
  -57.28%
YTD
  -12.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.340
1M High / 1M Low: 0.800 0.340
6M High / 6M Low: 1.130 0.340
High (YTD): 2024-06-20 1.130
Low (YTD): 2024-07-24 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   0.820
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.72%
Volatility 6M:   139.36%
Volatility 1Y:   -
Volatility 3Y:   -