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

EUWAX
7/12/2024  10:18:21 AM Chg.0.000 Bid5:20:01 PM Ask5:20:01 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 220.00 CHF 12/19/2025 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: 12/19/2025
Issue date: 4/30/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.75
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.20
Time value: 0.15
Break-even: 241.01
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.47
Theta: -0.03
Omega: 6.52
Rho: 1.19
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+16.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.150 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -