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BNP Paribas Put 100 CHD 20.12.202.../  DE000PZ11TZ4  /

EUWAX
2024-06-07  8:41:32 AM Chg.-0.010 Bid6:20:26 PM Ask6:20:26 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.260
Bid Size: 10,000		 0.280
Ask Size: 10,000		 Church and Dwight Co... 100.00 - 2024-12-20 Put
 

Master data

WKN: PZ11TZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Put
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: -35.38
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.09
Implied volatility: 0.11
Historic volatility: 0.15
Parity: 0.09
Time value: 0.19
Break-even: 97.20
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 7.69%
Delta: -0.43
Theta: 0.00
Omega: -15.35
Rho: -0.25
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -30.56%
3 Months
  -52.83%
YTD
  -71.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.260
1M High / 1M Low: 0.380 0.260
6M High / 6M Low: 1.070 0.260
High (YTD): 2024-01-05 0.910
Low (YTD): 2024-06-06 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.63%
Volatility 6M:   102.34%
Volatility 1Y:   -
Volatility 3Y:   -