BNP Paribas Call 200 FHZN 20.12.2.../  DE000PC84N78  /

Frankfurt Zert./BNP
2024-06-07  4:21:24 PM Chg.+0.026 Bid5:19:40 PM Ask5:19:40 PM Underlying Strike price Expiration date Option type
0.110EUR +30.95% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 2024-12-20 Call
 

Master data

WKN: PC84N7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 200.00 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: 18.18
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -0.07
Time value: 0.11
Break-even: 217.51
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.50
Theta: -0.04
Omega: 9.05
Rho: 0.47
 

Quote data

Open: 0.090
High: 0.110
Low: 0.090
Previous Close: 0.084
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.44%
1 Month  
+23.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.077
1M High / 1M Low: 0.110 0.068
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -