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BNP Paribas Put 90 CHD 20.09.2024/  DE000PZ11TT7  /

Frankfurt Zert./BNP
2024-06-07  9:50:40 PM Chg.-0.003 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.042EUR -6.67% 0.042
Bid Size: 11,800		 0.091
Ask Size: 11,800		 Church and Dwight Co... 90.00 - 2024-09-20 Put
 

Master data

WKN: PZ11TT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 2024-09-20
Issue date: 2023-12-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -108.87
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.91
Time value: 0.09
Break-even: 89.09
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.40
Spread abs.: 0.05
Spread %: 111.63%
Delta: -0.15
Theta: -0.01
Omega: -16.63
Rho: -0.05
 

Quote data

Open: 0.040
High: 0.044
Low: 0.040
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -34.38%
3 Months
  -73.75%
YTD
  -89.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.042
1M High / 1M Low: 0.065 0.040
6M High / 6M Low: 0.510 0.040
High (YTD): 2024-01-05 0.420
Low (YTD): 2024-05-27 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.09%
Volatility 6M:   177.09%
Volatility 1Y:   -
Volatility 3Y:   -