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BNP Paribas Call 108 CHD 20.09.20.../  DE000PZ11S66  /

Frankfurt Zert./BNP
2024-06-07  5:35:19 PM Chg.+0.030 Bid5:43:20 PM Ask5:43:20 PM Underlying Strike price Expiration date Option type
0.490EUR +6.52% 0.500
Bid Size: 6,000		 0.520
Ask Size: 5,770		 Church and Dwight Co... 108.00 - 2024-09-20 Call
 

Master data

WKN: PZ11S6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 108.00 -
Maturity: 2024-09-20
Issue date: 2023-12-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.81
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.15
Parity: -0.89
Time value: 0.50
Break-even: 113.00
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.39
Theta: -0.04
Omega: 7.79
Rho: 0.10
 

Quote data

Open: 0.500
High: 0.510
Low: 0.480
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.51%
1 Month
  -3.92%
3 Months
  -7.55%
YTD  
+96.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.410
1M High / 1M Low: 0.510 0.290
6M High / 6M Low: 0.610 0.200
High (YTD): 2024-04-30 0.610
Low (YTD): 2024-01-05 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.445
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.93%
Volatility 6M:   149.94%
Volatility 1Y:   -
Volatility 3Y:   -