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

Frankfurt Zert./BNP
8/9/2024  3:21:09 PM Chg.+0.010 Bid3:24:01 PM Ask3:24:01 PM Underlying Strike price Expiration date Option type
0.053EUR +23.26% 0.052
Bid Size: 100,000
0.081
Ask Size: 100,000
FLUGHAFEN ZUERICH N 210.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 4/30/2024
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 24.81
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -0.21
Time value: 0.08
Break-even: 230.01
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 84.09%
Delta: 0.36
Theta: -0.06
Omega: 8.81
Rho: 0.23
 

Quote data

Open: 0.044
High: 0.053
Low: 0.044
Previous Close: 0.043
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month
  -30.26%
3 Months
  -3.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.032
1M High / 1M Low: 0.090 0.032
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -