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

Frankfurt Zert./BNP
13/09/2024  16:21:07 Chg.+0.010 Bid16:39:00 Ask16:39:00 Underlying Strike price Expiration date Option type
0.460EUR +2.22% -
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: 4.40
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.41
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 0.41
Time value: 0.07
Break-even: 218.17
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.89
Theta: -0.03
Omega: 3.90
Rho: 1.06
 

Quote data

Open: 0.450
High: 0.460
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.22%
3 Months  
+12.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.440
1M High / 1M Low: 0.510 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.456
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -