BNP Paribas Call 180 FHZN 20.09.2.../  DE000PC84N52  /

Frankfurt Zert./BNP
8/9/2024  4:21:06 PM Chg.+0.020 Bid4:59:19 PM Ask4:59:19 PM Underlying Strike price Expiration date Option type
0.190EUR +11.76% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 180.00 CHF 9/20/2024 Call
 

Master data

WKN: PC84N5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 180.00 CHF
Maturity: 9/20/2024
Issue date: 4/30/2024
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.17
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.11
Implied volatility: 0.43
Historic volatility: 0.18
Parity: 0.11
Time value: 0.07
Break-even: 208.21
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.68
Theta: -0.14
Omega: 7.65
Rho: 0.14
 

Quote data

Open: 0.170
High: 0.190
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -17.39%
3 Months  
+11.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.280 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.231
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -