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

Frankfurt Zert./BNP
9/13/2024  4:21:04 PM Chg.+0.010 Bid5:19:01 PM Ask5:19:01 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 180.00 CHF 3/21/2025 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: 3/21/2025
Issue date: 4/30/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.54
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.20
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.20
Time value: 0.08
Break-even: 219.45
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.78
Theta: -0.04
Omega: 5.85
Rho: 0.70
 

Quote data

Open: 0.260
High: 0.270
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+8.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.250
1M High / 1M Low: 0.320 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -