BNP Paribas Call 210 FHZN 20.12.2.../  DE000PC84N60  /

Frankfurt Zert./BNP
13/09/2024  16:21:07 Chg.+0.004 Bid17:19:01 Ask17:19:01 Underlying Strike price Expiration date Option type
0.042EUR +10.53% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 210.00 CHF 20/12/2024 Call
 

Master data

WKN: PC84N6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 210.00 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: 25.83
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.14
Time value: 0.08
Break-even: 230.88
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 107.69%
Delta: 0.39
Theta: -0.07
Omega: 10.11
Rho: 0.20
 

Quote data

Open: 0.039
High: 0.042
Low: 0.038
Previous Close: 0.038
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -23.64%
3 Months
  -23.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.036
1M High / 1M Low: 0.076 0.031
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -