OverviewChartNewsTraderScreen

BNP Paribas Call 110 CHD 20.09.20.../  DE000PZ11S74  /

Frankfurt Zert./BNP
2024-06-17  9:20:55 AM Chg.+0.010 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.360
Bid Size: 8,334		 0.390
Ask Size: 7,693		 Church and Dwight Co... 110.00 - 2024-09-20 Call
 

Master data

WKN: PZ11S7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-09-20
Issue date: 2023-12-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.48
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.16
Parity: -0.94
Time value: 0.38
Break-even: 113.80
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.35
Theta: -0.04
Omega: 9.38
Rho: 0.08
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.86%
3 Months
  -18.18%
YTD  
+71.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.390 0.220
6M High / 6M Low: 0.510 0.170
High (YTD): 2024-04-30 0.510
Low (YTD): 2024-01-03 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.339
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.12%
Volatility 6M:   152.37%
Volatility 1Y:   -
Volatility 3Y:   -