BNP Paribas Call 190 FHZN 21.03.2.../  DE000PC84PD5  /

EUWAX
13/09/2024  09:51:46 Chg.+0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.190EUR +5.56% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 190.00 CHF 21/03/2025 Call
 

Master data

WKN: PC84PD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 190.00 CHF
Maturity: 21/03/2025
Issue date: 30/04/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.01
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.08
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.08
Time value: 0.11
Break-even: 220.57
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.67
Theta: -0.04
Omega: 7.34
Rho: 0.62
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month  
+5.56%
3 Months
  -5.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.250 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -