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BNP Paribas Call 100 CHD 20.12.20.../  DE000PZ11TB5  /

Frankfurt Zert./BNP
2024-06-17  8:20:43 AM Chg.+0.030 Bid8:26:57 AM Ask8:26:57 AM Underlying Strike price Expiration date Option type
1.190EUR +2.59% 1.200
Bid Size: 2,500		 1.230
Ask Size: 2,440		 Church and Dwight Co... 100.00 - 2024-12-20 Call
 

Master data

WKN: PZ11TB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-12-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.31
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.06
Implied volatility: 0.38
Historic volatility: 0.16
Parity: 0.06
Time value: 1.15
Break-even: 112.10
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.68%
Delta: 0.59
Theta: -0.03
Omega: 4.90
Rho: 0.24
 

Quote data

Open: 1.190
High: 1.190
Low: 1.190
Previous Close: 1.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.85%
1 Month  
+6.25%
3 Months  
+5.31%
YTD  
+80.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 1.090
1M High / 1M Low: 1.210 0.930
6M High / 6M Low: 1.300 0.570
High (YTD): 2024-04-30 1.300
Low (YTD): 2024-01-03 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   1.142
Avg. volume 1W:   0.000
Avg. price 1M:   1.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.985
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.66%
Volatility 6M:   84.42%
Volatility 1Y:   -
Volatility 3Y:   -