BNP Paribas Call 190 FHZN 21.03.2.../  DE000PC84PD5  /

Frankfurt Zert./BNP
2024-06-07  4:21:10 PM Chg.+0.020 Bid4:30:01 PM Ask4:30:01 PM Underlying Strike price Expiration date Option type
0.190EUR +11.76% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 190.00 CHF 2025-03-21 Call
 

Master data

WKN: PC84PD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 190.00 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: 10.00
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.04
Implied volatility: 0.22
Historic volatility: 0.19
Parity: 0.04
Time value: 0.16
Break-even: 216.19
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.64
Theta: -0.04
Omega: 6.36
Rho: 0.84
 

Quote data

Open: 0.180
High: 0.200
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month  
+11.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 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:   0.172
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:   96.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -