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

Frankfurt Zert./BNP
7/16/2024  8:20:43 AM Chg.-0.016 Bid8:25:13 AM Ask8:25:13 AM Underlying Strike price Expiration date Option type
0.074EUR -17.78% 0.074
Bid Size: 10,000		 0.094
Ask Size: 10,000		 Church and Dwight Co... 110.00 - 9/20/2024 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: 9/20/2024
Issue date: 12/4/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.29
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.15
Parity: -1.43
Time value: 0.17
Break-even: 111.70
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 1.32
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.22
Theta: -0.03
Omega: 12.20
Rho: 0.03
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -61.05%
1 Month
  -78.86%
3 Months
  -80.00%
YTD
  -64.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.090
1M High / 1M Low: 0.480 0.090
6M High / 6M Low: 0.510 0.090
High (YTD): 4/30/2024 0.510
Low (YTD): 7/15/2024 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.67%
Volatility 6M:   187.46%
Volatility 1Y:   -
Volatility 3Y:   -