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BNP Paribas Put 100 CHD 20.12.202.../  DE000PZ11TZ4  /

Frankfurt Zert./BNP
2024-06-21  9:50:31 PM Chg.0.000 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.230EUR 0.00% 0.230
Bid Size: 13,700		 0.250
Ask Size: 13,700		 Church and Dwight Co... 100.00 - 2024-12-20 Put
 

Master data

WKN: PZ11TZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-12-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.75
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.15
Parity: -0.19
Time value: 0.25
Break-even: 97.50
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 8.70%
Delta: -0.34
Theta: -0.01
Omega: -13.92
Rho: -0.18
 

Quote data

Open: 0.230
High: 0.240
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -20.69%
3 Months
  -46.51%
YTD
  -74.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.360 0.200
6M High / 6M Low: 0.950 0.200
High (YTD): 2024-01-05 0.920
Low (YTD): 2024-06-19 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.30%
Volatility 6M:   95.53%
Volatility 1Y:   -
Volatility 3Y:   -