BNP Paribas Call 220 FHZN 19.12.2.../  DE000PC84PL8  /

EUWAX
09/08/2024  10:19:56 Chg.+0.020 Bid10:24:34 Ask10:24:34 Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.130
Bid Size: 54,600
0.140
Ask Size: 54,600
FLUGHAFEN ZUERICH N 220.00 CHF 19/12/2025 Call
 

Master data

WKN: PC84PL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 220.00 CHF
Maturity: 19/12/2025
Issue date: 30/04/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.46
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.31
Time value: 0.13
Break-even: 245.48
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.40
Theta: -0.03
Omega: 6.24
Rho: 0.93
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -14.29%
3 Months  
+9.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.082
1M High / 1M Low: 0.150 0.082
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -