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

EUWAX
12/07/2024  10:18:21 Chg.-0.010 Bid17:20:01 Ask17:20:01 Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 190.00 CHF 20/12/2024 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: 20/12/2024
Issue date: 30/04/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.82
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.11
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.11
Time value: 0.10
Break-even: 216.19
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.70
Theta: -0.05
Omega: 6.86
Rho: 0.54
 

Quote data

Open: 0.200
High: 0.200
Low: 0.190
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month  
+18.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.200
1M High / 1M Low: 0.210 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -