BNP Paribas Call 180 FHZN 21.03.2.../  DE000PC84PE3  /

Frankfurt Zert./BNP
2024-08-09  4:21:08 PM Chg.+0.020 Bid5:00:49 PM Ask5:00:49 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 180.00 CHF 2025-03-21 Call
 

Master data

WKN: PC84PE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 180.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-30
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.31
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.14
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.14
Time value: 0.14
Break-even: 218.62
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.70
Theta: -0.05
Omega: 5.14
Rho: 0.71
 

Quote data

Open: 0.240
High: 0.260
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -18.75%
3 Months  
+8.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 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:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -