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

EUWAX
8/9/2024  10:19:55 AM Chg.0.000 Bid10:39:43 AM Ask10:39:43 AM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.240
Bid Size: 53,400
0.250
Ask Size: 53,400
FLUGHAFEN ZUERICH N 200.00 CHF 12/19/2025 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: 12/19/2025
Issue date: 4/30/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -7.73
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.10
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.10
Time value: 0.16
Break-even: 185.35
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.44
Theta: -0.01
Omega: -3.38
Rho: -1.55
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month  
+13.64%
3 Months
  -10.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.300 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -