BNP Paribas Call 170 FHZN 21.03.2.../  DE000PC84PF0  /

Frankfurt Zert./BNP
8/9/2024  4:21:06 PM Chg.+0.020 Bid5:17:02 PM Ask5:17:02 PM Underlying Strike price Expiration date Option type
0.340EUR +6.25% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 170.00 CHF 3/21/2025 Call
 

Master data

WKN: PC84PF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 170.00 CHF
Maturity: 3/21/2025
Issue date: 4/30/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.25
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.25
Time value: 0.11
Break-even: 216.03
Moneyness: 1.14
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.77
Theta: -0.05
Omega: 4.40
Rho: 0.75
 

Quote data

Open: 0.320
High: 0.340
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.00%
3 Months  
+9.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.420 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -