OverviewChartNewsTraderScreen

BNP Paribas Call 100 CHD 20.12.20.../  DE000PZ11TB5  /

Frankfurt Zert./BNP
2024-06-07  11:50:35 AM Chg.+0.050 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
1.230EUR +4.24% 1.230
Bid Size: 3,800		 1.250
Ask Size: 3,800		 Church and Dwight Co... 100.00 - 2024-12-20 Call
 

Master data

WKN: PZ11TB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
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: 8.05
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.15
Parity: -0.09
Time value: 1.23
Break-even: 112.30
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 1.65%
Delta: 0.57
Theta: -0.03
Omega: 4.62
Rho: 0.24
 

Quote data

Open: 1.230
High: 1.230
Low: 1.220
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month  
+0.82%
3 Months  
+9.82%
YTD  
+86.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 1.110
1M High / 1M Low: 1.230 0.930
6M High / 6M Low: 1.300 0.570
High (YTD): 2024-04-30 1.300
Low (YTD): 2024-01-03 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   1.172
Avg. volume 1W:   0.000
Avg. price 1M:   1.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.960
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.48%
Volatility 6M:   91.49%
Volatility 1Y:   -
Volatility 3Y:   -