BNP Paribas Call 210 FHZN 21.03.2.../  DE000PC84PB9  /

EUWAX
09/08/2024  10:19:54 Chg.+0.004 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.075EUR +5.63% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 210.00 CHF 21/03/2025 Call
 

Master data

WKN: PC84PB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 210.00 CHF
Maturity: 21/03/2025
Issue date: 30/04/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.33
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.18
Time value: 0.10
Break-even: 231.99
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 11.63%
Delta: 0.40
Theta: -0.04
Omega: 8.59
Rho: 0.45
 

Quote data

Open: 0.073
High: 0.075
Low: 0.073
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -37.50%
3 Months
  -6.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.053
1M High / 1M Low: 0.130 0.053
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -