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BNP Paribas Call 110 CHD 20.12.20.../  DE000PZ11TD1  /

Frankfurt Zert./BNP
06/09/2024  12:50:39 Chg.-0.030 Bid06/09/2024 Ask06/09/2024 Underlying Strike price Expiration date Option type
0.280EUR -9.68% 0.280
Bid Size: 10,000		 0.340
Ask Size: 8,824		 Church and Dwight Co... 110.00 - 20/12/2024 Call
 

Master data

WKN: PZ11TD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 20/12/2024
Issue date: 04/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.92
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.16
Parity: -1.51
Time value: 0.34
Break-even: 113.40
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.85
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.30
Theta: -0.04
Omega: 8.26
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.290
Low: 0.270
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+64.71%
1 Month  
+3.70%
3 Months
  -53.33%
YTD
  -17.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.170
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: 0.710 0.150
High (YTD): 18/06/2024 0.710
Low (YTD): 29/08/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.465
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.22%
Volatility 6M:   191.68%
Volatility 1Y:   -
Volatility 3Y:   -