BNP Paribas Call 98 CHD 21.06.202.../  DE000PZ11SU7  /

Frankfurt Zert./BNP
14/06/2024  21:50:40 Chg.+0.080 Bid21:59:17 Ask- Underlying Strike price Expiration date Option type
0.880EUR +10.00% 0.910
Bid Size: 3,297
-
Ask Size: -
Church and Dwight Co... 98.00 - 21/06/2024 Call
 

Master data

WKN: PZ11SU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 98.00 -
Maturity: 21/06/2024
Issue date: 04/12/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.06
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.26
Implied volatility: 1.52
Historic volatility: 0.16
Parity: 0.26
Time value: 0.65
Break-even: 107.10
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 43.85
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.59
Theta: -0.64
Omega: 6.56
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.900
Low: 0.710
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.12%
1 Month
  -3.30%
3 Months  
+4.76%
YTD  
+109.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.790
1M High / 1M Low: 0.940 0.570
6M High / 6M Low: 1.010 0.330
High (YTD): 30/04/2024 1.010
Low (YTD): 03/01/2024 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   0.704
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.26%
Volatility 6M:   136.93%
Volatility 1Y:   -
Volatility 3Y:   -