BNP Paribas Put 200 FHZN 21.03.20.../  DE000PC84PW5  /

EUWAX
2024-11-19  12:35:19 PM Chg.+0.007 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.090EUR +8.43% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 2025-03-21 Put
 

Master data

WKN: PC84PW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Put
Strike price: 200.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-30
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -23.39
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.02
Time value: 0.09
Break-even: 204.49
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 12.20%
Delta: -0.42
Theta: -0.04
Omega: -9.85
Rho: -0.33
 

Quote data

Open: 0.088
High: 0.090
Low: 0.085
Previous Close: 0.083
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+26.76%
3 Months
  -25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.077
1M High / 1M Low: 0.110 0.068
6M High / 6M Low: 0.210 0.068
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.40%
Volatility 6M:   185.29%
Volatility 1Y:   -
Volatility 3Y:   -