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BNP Paribas Call 112 CHD 20.09.20.../  DE000PZ11S82  /

Frankfurt Zert./BNP
13/06/2024  19:50:31 Chg.0.000 Bid13/06/2024 Ask13/06/2024 Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.240
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Church and Dwight Co... 112.00 - 20/09/2024 Call
 

Master data

WKN: PZ11S8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 112.00 -
Maturity: 20/09/2024
Issue date: 04/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.84
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.15
Parity: -1.36
Time value: 0.26
Break-even: 114.60
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.75
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.27
Theta: -0.03
Omega: 10.29
Rho: 0.07
 

Quote data

Open: 0.230
High: 0.240
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -22.58%
3 Months
  -42.86%
YTD  
+41.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.240
1M High / 1M Low: 0.320 0.160
6M High / 6M Low: 0.430 0.140
High (YTD): 30/04/2024 0.430
Low (YTD): 29/05/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.56%
Volatility 6M:   167.67%
Volatility 1Y:   -
Volatility 3Y:   -