BNP Paribas Call 200 FHZN 20.12.2.../  DE000PC84N78  /

EUWAX
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:   -