BNP Paribas Call 200 FHZN 19.12.2.../  DE000PC84PM6  /

Frankfurt Zert./BNP
2024-07-12  1:21:26 PM Chg.-0.010 Bid1:34:56 PM Ask1:34:56 PM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.230
Bid Size: 52,000
0.240
Ask Size: 52,000
FLUGHAFEN ZUERICH N 200.00 CHF 2025-12-19 Call
 

Master data

WKN: PC84PM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-30
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.25
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.01
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.01
Time value: 0.24
Break-even: 230.46
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.64
Theta: -0.03
Omega: 5.26
Rho: 1.53
 

Quote data

Open: 0.230
High: 0.230
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+4.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.230
1M High / 1M Low: 0.240 0.180
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:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -