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BNP Paribas Call 110 CHD 20.09.20.../  DE000PZ11S74  /

Frankfurt Zert./BNP
05/07/2024  21:50:29 Chg.+0.010 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.260
Bid Size: 10,000		 0.280
Ask Size: 10,000		 Church and Dwight Co... 110.00 - 20/09/2024 Call
 

Master data

WKN: PZ11S7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 20/09/2024
Issue date: 04/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.12
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.15
Parity: -1.17
Time value: 0.28
Break-even: 112.80
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.29
Theta: -0.04
Omega: 10.33
Rho: 0.05
 

Quote data

Open: 0.250
High: 0.260
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month
  -27.78%
3 Months
  -25.71%
YTD  
+23.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.480 0.160
6M High / 6M Low: 0.510 0.160
High (YTD): 30/04/2024 0.510
Low (YTD): 28/06/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.13%
Volatility 6M:   173.13%
Volatility 1Y:   -
Volatility 3Y:   -