BNP Paribas Call 200 FHZN 20.06.2.../  DE000PC84PH6  /

EUWAX
09/08/2024  10:19:54 Chg.+0.010 Bid10:58:44 Ask10:58:44 Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.150
Bid Size: 67,400
0.160
Ask Size: 67,400
FLUGHAFEN ZUERICH N 200.00 CHF 20/06/2025 Call
 

Master data

WKN: PC84PH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 20/06/2025
Issue date: 30/04/2024
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.36
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.10
Time value: 0.14
Break-even: 225.35
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.50
Theta: -0.03
Omega: 7.18
Rho: 0.75
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -22.22%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.210 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -