BNP Paribas Call 190 FHZN 20.12.2.../  DE000PC84N86  /

EUWAX
9/13/2024  9:51:46 AM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 190.00 CHF 12/20/2024 Call
 

Master data

WKN: PC84N8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 190.00 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: 13.08
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.08
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 0.08
Time value: 0.08
Break-even: 217.57
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.66
Theta: -0.06
Omega: 8.68
Rho: 0.33
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month     0.00%
3 Months
  -11.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.220 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -