BNP Paribas Call 200 FHZN 21.03.2.../  DE000PC84PC7  /

EUWAX
9/13/2024  9:51:46 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 3/21/2025 Call
 

Master data

WKN: PC84PC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 3/21/2025
Issue date: 4/30/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.07
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.02
Time value: 0.14
Break-even: 226.72
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.56
Theta: -0.04
Omega: 8.37
Rho: 0.53
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -7.69%
3 Months
  -7.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.120
1M High / 1M Low: 0.180 0.088
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -