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BNP Paribas Call 90 CHD 20.09.202.../  DE000PZ11SZ6  /

Frankfurt Zert./BNP
2024-07-30  8:21:02 PM Chg.-0.220 Bid8:30:07 PM Ask8:30:07 PM Underlying Strike price Expiration date Option type
0.980EUR -18.33% 0.980
Bid Size: 7,400		 1.000
Ask Size: 7,400		 Church and Dwight Co... 90.00 - 2024-09-20 Call
 

Master data

WKN: PZ11SZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-09-20
Issue date: 2023-12-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.89
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.39
Implied volatility: 0.69
Historic volatility: 0.16
Parity: 0.39
Time value: 0.80
Break-even: 101.90
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.78
Spread abs.: 0.02
Spread %: 1.71%
Delta: 0.62
Theta: -0.09
Omega: 4.91
Rho: 0.07
 

Quote data

Open: 1.170
High: 1.190
Low: 0.940
Previous Close: 1.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.55%
1 Month
  -28.47%
3 Months
  -47.59%
YTD
  -2.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 1.060
1M High / 1M Low: 1.650 1.060
6M High / 6M Low: 1.980 1.060
High (YTD): 2024-06-18 1.980
Low (YTD): 2024-01-03 0.980
52W High: - -
52W Low: - -
Avg. price 1W:   1.106
Avg. volume 1W:   0.000
Avg. price 1M:   1.336
Avg. volume 1M:   0.000
Avg. price 6M:   1.541
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.52%
Volatility 6M:   81.62%
Volatility 1Y:   -
Volatility 3Y:   -