BNP Paribas Call 200 FHZN 20.06.2.../  DE000PC84PH6  /

Frankfurt Zert./BNP
2024-05-28  4:21:20 PM Chg.-0.010 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 2025-06-20 Call
 

Master data

WKN: PC84PH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 2025-06-20
Issue date: 2024-04-30
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.67
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.10
Time value: 0.14
Break-even: 215.60
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.52
Theta: -0.03
Omega: 7.05
Rho: 0.90
 

Quote data

Open: 0.130
High: 0.130
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  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 0.120
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
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:   -