BNP Paribas Call 160 FHZN 20.06.2.../  DE000PC84PK0  /

EUWAX
13/09/2024  09:51:46 Chg.+0.020 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.460EUR +4.55% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 160.00 CHF 20/06/2025 Call
 

Master data

WKN: PC84PK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 160.00 CHF
Maturity: 20/06/2025
Issue date: 30/04/2024
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.45
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.39
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.39
Time value: 0.08
Break-even: 216.74
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.88
Theta: -0.03
Omega: 3.91
Rho: 1.05
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.98%
1 Month  
+6.98%
3 Months  
+6.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.430
1M High / 1M Low: 0.520 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -