BNP Paribas Call 200 FHZN 20.09.2.../  DE000PC84N37  /

EUWAX
2024-06-07  10:13:01 AM Chg.+0.008 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.056EUR +16.67% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 2024-09-20 Call
 

Master data

WKN: PC84N3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 2024-09-20
Issue date: 2024-04-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 24.69
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.07
Time value: 0.08
Break-even: 214.61
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 26.56%
Delta: 0.46
Theta: -0.06
Omega: 11.28
Rho: 0.24
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.15%
1 Month
  -5.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.044
1M High / 1M Low: 0.068 0.038
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -