BNP Paribas Call 180 FHZN 20.09.2.../  DE000PC84N52  /

EUWAX
2024-06-07  10:13:01 AM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 180.00 CHF 2024-09-20 Call
 

Master data

WKN: PC84N5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 180.00 CHF
Maturity: 2024-09-20
Issue date: 2024-04-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.52
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.14
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.14
Time value: 0.07
Break-even: 206.86
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.74
Theta: -0.06
Omega: 7.06
Rho: 0.36
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+5.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.190 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -