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BNP Paribas Call 115 CHD 20.12.20.../  DE000PZ11TE9  /

Frankfurt Zert./BNP
2024-07-30  8:50:27 PM Chg.-0.050 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.120EUR -29.41% 0.120
Bid Size: 34,600		 0.140
Ask Size: 34,600		 Church and Dwight Co... 115.00 - 2024-12-20 Call
 

Master data

WKN: PZ11TE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-12-20
Issue date: 2023-12-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.17
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -2.11
Time value: 0.18
Break-even: 116.80
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.75
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.19
Theta: -0.02
Omega: 10.09
Rho: 0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.110
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -47.83%
3 Months
  -76.00%
YTD
  -47.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.320 0.140
6M High / 6M Low: 0.500 0.140
High (YTD): 2024-04-30 0.500
Low (YTD): 2024-07-23 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.39%
Volatility 6M:   150.15%
Volatility 1Y:   -
Volatility 3Y:   -