BNP Paribas Call 160 FHZN 19.12.2025
/ DE000PC84PP9
BNP Paribas Call 160 FHZN 19.12.2.../ DE000PC84PP9 /
09/08/2024 12:21:30 |
Chg.+0.020 |
Bid09/08/2024 |
Ask09/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+4.35% |
0.480 Bid Size: 46,400 |
0.500 Ask Size: 46,400 |
FLUGHAFEN ZUERICH N |
160.00 CHF |
19/12/2025 |
Call |
Master data
WKN: |
PC84PP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FLUGHAFEN ZUERICH N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
30/04/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
0.32 |
Time value: |
0.17 |
Break-even: |
218.08 |
Moneyness: |
1.19 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
4.26% |
Delta: |
0.80 |
Theta: |
-0.03 |
Omega: |
3.27 |
Rho: |
1.52 |
Quote data
Open: |
0.470 |
High: |
0.480 |
Low: |
0.470 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.13% |
1 Month |
|
|
-4.00% |
3 Months |
|
|
+17.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.410 |
1M High / 1M Low: |
0.540 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.444 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.496 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |