BNP Paribas Call 180 FHZN 20.12.2024
/ DE000PC84N94
BNP Paribas Call 180 FHZN 20.12.2.../ DE000PC84N94 /
11/19/2024 12:35:18 PM |
Chg.-0.030 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
FLUGHAFEN ZUERICH N |
180.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
PC84N9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FLUGHAFEN ZUERICH N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
4/30/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.44 |
Historic volatility: |
0.18 |
Parity: |
0.23 |
Time value: |
0.03 |
Break-even: |
218.32 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
0.83 |
Theta: |
-0.12 |
Omega: |
6.89 |
Rho: |
0.13 |
Quote data
Open: |
0.220 |
High: |
0.230 |
Low: |
0.210 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.55% |
1 Month |
|
|
-34.38% |
3 Months |
|
|
-19.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.200 |
1M High / 1M Low: |
0.320 |
0.200 |
6M High / 6M Low: |
0.330 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.253 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.247 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.98% |
Volatility 6M: |
|
139.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |