BNP Paribas Call 210 FHZN 20.12.2.../  DE000PC84N60  /

EUWAX
2024-05-28  11:35:42 AM Chg.+0.005 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.049EUR +11.36% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 210.00 CHF 2024-12-20 Call
 

Master data

WKN: PC84N6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Call
Strike price: 210.00 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: 23.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.20
Time value: 0.08
Break-even: 219.78
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 65.31%
Delta: 0.37
Theta: -0.04
Omega: 8.70
Rho: 0.35
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.043
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
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:   -