BNP Paribas Call 200 FHZN 21.03.2.../  DE000PC84PC7  /

Frankfurt Zert./BNP
2024-05-28  4:21:20 PM Chg.0.000 Bid4:28:59 PM Ask4:28:59 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 2025-03-21 Call
 

Master data

WKN: PC84PC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 200.00 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: 15.95
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.10
Time value: 0.12
Break-even: 213.60
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.49
Theta: -0.03
Omega: 7.81
Rho: 0.66
 

Quote data

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

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
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:   -