BNP Paribas Call 200 FHZN 20.12.2024
/ DE000PC84N78
BNP Paribas Call 200 FHZN 20.12.2.../ DE000PC84N78 /
15/10/2024 09:38:07 |
Chg.+0.020 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+16.67% |
- Bid Size: - |
- Ask Size: - |
FLUGHAFEN ZUERICH N |
200.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
PC84N7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FLUGHAFEN ZUERICH N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 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: |
15.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
0.06 |
Time value: |
0.08 |
Break-even: |
226.54 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.65 |
Theta: |
-0.08 |
Omega: |
10.10 |
Rho: |
0.23 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+112.12% |
1 Month |
|
|
+64.71% |
3 Months |
|
|
-6.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.066 |
1M High / 1M Low: |
0.150 |
0.065 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |