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

EUWAX
15/10/2024  09:38:07 Chg.+0.040 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.330EUR +13.79% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 180.00 CHF 20/12/2024 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: 20/12/2024
Issue date: 30/04/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.64
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.28
Implied volatility: 0.41
Historic volatility: 0.18
Parity: 0.28
Time value: 0.05
Break-even: 224.29
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.82
Theta: -0.09
Omega: 5.41
Rho: 0.26
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month  
+43.48%
3 Months  
+10.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.210
1M High / 1M Low: 0.330 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -