BNP Paribas Call 180 FHZN 20.09.2024
/ DE000PC84N52
BNP Paribas Call 180 FHZN 20.09.2.../ DE000PC84N52 /
| 8/9/2024 10:19:55 AM |
Chg.+0.020 |
Bid4:59:16 PM |
Ask4:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+12.50% |
0.200
Bid Size: 45,200 |
0.220
Ask Size: 45,200 |
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: |
0.180 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+5.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.130 |
| 1M High / 1M Low: |
0.280 |
0.130 |
| 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: |
|
205.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
