BNP Paribas Call 180 FHZN 21.06.2.../  DE000PC84N29  /

EUWAX
2024-05-28  11:35:42 AM Chg.+0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.120EUR +20.00% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 180.00 CHF 2024-06-21 Call
 

Master data

WKN: PC84N2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 180.00 CHF
Maturity: 2024-06-21
Issue date: 2024-04-30
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.67
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.10
Implied volatility: 0.40
Historic volatility: 0.18
Parity: 0.10
Time value: 0.04
Break-even: 195.44
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.72
Theta: -0.15
Omega: 9.88
Rho: 0.08
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -