OverviewChartNewsTraderScreen

BNP Paribas Call 112 CHD 20.09.20.../  DE000PZ11S82  /

Frankfurt Zert./BNP
2024-06-07  3:20:18 PM Chg.+0.020 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.310EUR +6.90% 0.310
Bid Size: 9,678		 0.330
Ask Size: 9,091		 Church and Dwight Co... 112.00 - 2024-09-20 Call
 

Master data

WKN: PZ11S8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 112.00 -
Maturity: 2024-09-20
Issue date: 2023-12-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.02
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -1.29
Time value: 0.33
Break-even: 115.30
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.69
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.31
Theta: -0.03
Omega: 9.20
Rho: 0.08
 

Quote data

Open: 0.310
High: 0.320
Low: 0.300
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.00%
1 Month
  -6.06%
3 Months
  -18.42%
YTD  
+82.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.330 0.160
6M High / 6M Low: 0.430 0.140
High (YTD): 2024-04-30 0.430
Low (YTD): 2024-05-29 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.79%
Volatility 6M:   168.49%
Volatility 1Y:   -
Volatility 3Y:   -