BNP Paribas Call 180 FHZN 20.12.2.../  DE000PC84N94  /

EUWAX
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:   -