BNP Paribas Call 190 FHZN 20.12.2.../  DE000PC84N86  /

EUWAX
2024-05-31  10:11:30 AM Chg.+0.010 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 190.00 CHF 2024-12-20 Call
 

Master data

WKN: PC84N8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 190.00 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: 12.89
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.01
Time value: 0.15
Break-even: 209.18
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.57
Theta: -0.04
Omega: 7.37
Rho: 0.53
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+8.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.160 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -