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BNP Paribas Call 90 CHD 20.12.202.../  DE000PZ11S90  /

Frankfurt Zert./BNP
2024-09-20  9:50:23 PM Chg.+0.110 Bid9:02:12 AM Ask9:02:12 AM Underlying Strike price Expiration date Option type
1.350EUR +8.87% 1.350
Bid Size: 2,223		 1.370
Ask Size: 2,190		 Church and Dwight Co... 90.00 - 2024-12-20 Call
 

Master data

WKN: PZ11S9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-12-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.71
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.26
Implied volatility: 0.67
Historic volatility: 0.16
Parity: 0.26
Time value: 1.12
Break-even: 103.80
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.59
Spread abs.: 0.02
Spread %: 1.47%
Delta: 0.61
Theta: -0.07
Omega: 4.09
Rho: 0.11
 

Quote data

Open: 1.220
High: 1.380
Low: 1.210
Previous Close: 1.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.34%
1 Month  
+4.65%
3 Months
  -33.82%
YTD  
+16.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.240
1M High / 1M Low: 1.630 1.200
6M High / 6M Low: 2.130 1.090
High (YTD): 2024-06-18 2.130
Low (YTD): 2024-07-31 1.090
52W High: - -
52W Low: - -
Avg. price 1W:   1.370
Avg. volume 1W:   0.000
Avg. price 1M:   1.399
Avg. volume 1M:   0.000
Avg. price 6M:   1.627
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.43%
Volatility 6M:   88.82%
Volatility 1Y:   -
Volatility 3Y:   -