BNP Paribas Put 200 FHZN 20.12.20.../  DE000PC84PU9  /

EUWAX
2024-08-09  10:19:56 AM Chg.-0.010 Bid1:34:16 PM Ask1:34:16 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.130
Bid Size: 71,800
0.140
Ask Size: 71,800
FLUGHAFEN ZUERICH N 200.00 CHF 2024-12-20 Put
 

Master data

WKN: PC84PU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Put
Strike price: 200.00 CHF
Maturity: 2024-12-20
Issue date: 2024-04-30
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -12.56
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.10
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.10
Time value: 0.06
Break-even: 195.35
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.57
Theta: -0.03
Omega: -7.20
Rho: -0.48
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+27.27%
3 Months
  -22.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.100
1M High / 1M Low: 0.180 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -