BNP Paribas Put 200 FHZN 19.12.20.../  DE000PC84P19  /

EUWAX
2024-07-12  10:18:21 AM Chg.0.000 Bid12:08:02 PM Ask12:08:02 PM Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.220
Bid Size: 51,600
0.230
Ask Size: 51,600
FLUGHAFEN ZUERICH N 200.00 CHF 2025-12-19 Put
 

Master data

WKN: PC84P1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Put
Strike price: 200.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-30
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -9.37
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.01
Time value: 0.22
Break-even: 183.46
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 4.76%
Delta: -0.37
Theta: -0.02
Omega: -3.46
Rho: -1.41
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -12.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.210
1M High / 1M Low: 0.270 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -