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BNP Paribas Call 105 CHD 20.12.20.../  DE000PZ11TC3  /

Frankfurt Zert./BNP
2024-09-24  9:50:22 PM Chg.-0.020 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.350
Bid Size: 8,572		 0.370
Ask Size: 8,109		 Church and Dwight Co... 105.00 - 2024-12-20 Call
 

Master data

WKN: PZ11TC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-12-20
Issue date: 2023-12-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.29
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -1.18
Time value: 0.40
Break-even: 109.00
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.34
Theta: -0.04
Omega: 7.89
Rho: 0.07
 

Quote data

Open: 0.370
High: 0.430
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+2.86%
3 Months
  -55.56%
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.320
1M High / 1M Low: 0.570 0.300
6M High / 6M Low: 1.010 0.290
High (YTD): 2024-06-18 1.010
Low (YTD): 2024-08-16 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.421
Avg. volume 1M:   0.000
Avg. price 6M:   0.647
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.47%
Volatility 6M:   168.62%
Volatility 1Y:   -
Volatility 3Y:   -