BNP Paribas Call 190 FHZN 21.06.2.../  DE000PC84N11  /

EUWAX
2024-06-07  10:13:01 AM Chg.+0.012 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.043EUR +38.71% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 190.00 CHF 2024-06-21 Call
 

Master data

WKN: PC84N1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 190.00 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: 24.69
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.04
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 0.04
Time value: 0.04
Break-even: 204.29
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 42.11%
Delta: 0.62
Theta: -0.23
Omega: 15.40
Rho: 0.04
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.71%
1 Month
  -23.21%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.024
1M High / 1M Low: 0.067 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   344.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -