OverviewChartNewsTraderScreen

BNP Paribas Put 90 CHD 20.12.2024/  DE000PZ11TY7  /

Frankfurt Zert./BNP
2024-09-25  12:50:40 PM Chg.0.000 Bid12:51:12 PM Ask12:51:12 PM Underlying Strike price Expiration date Option type
0.080EUR 0.00% 0.079
Bid Size: 21,800		 0.099
Ask Size: 21,800		 Church and Dwight Co... 90.00 - 2024-12-20 Put
 

Master data

WKN: PZ11TY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Put
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: -92.16
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.16
Parity: -0.22
Time value: 0.10
Break-even: 89.00
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 25.00%
Delta: -0.29
Theta: -0.01
Omega: -26.35
Rho: -0.06
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -27.27%
3 Months
  -33.33%
YTD
  -84.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.120 0.078
6M High / 6M Low: 0.270 0.070
High (YTD): 2024-01-05 0.510
Low (YTD): 2024-06-19 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.54%
Volatility 6M:   166.75%
Volatility 1Y:   -
Volatility 3Y:   -