BNP Paribas Put 200 FHZN 20.09.20.../  DE000PC84PS3  /

EUWAX
9/13/2024  9:51:46 AM Chg.-0.014 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.019EUR -42.42% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 9/20/2024 Put
 

Master data

WKN: PC84PS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Put
Strike price: 200.00 CHF
Maturity: 9/20/2024
Issue date: 4/30/2024
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -25.83
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.03
Implied volatility: 0.57
Historic volatility: 0.18
Parity: 0.03
Time value: 0.05
Break-even: 204.07
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 2.53
Spread abs.: 0.05
Spread %: 200.00%
Delta: -0.55
Theta: -0.45
Omega: -14.27
Rho: -0.02
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.75%
1 Month
  -76.83%
3 Months
  -81.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.033
1M High / 1M Low: 0.090 0.027
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   637.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -