BNP Paribas Put 200 FHZN 20.09.20.../  DE000PC84PS3  /

Frankfurt Zert./BNP
2024-06-07  4:21:10 PM Chg.-0.020 Bid4:30:01 PM Ask4:30:01 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 2024-09-20 Put
 

Master data

WKN: PC84PS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Put
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: -16.67
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.07
Implied volatility: 0.22
Historic volatility: 0.19
Parity: 0.07
Time value: 0.05
Break-even: 194.51
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.55
Theta: -0.03
Omega: -9.13
Rho: -0.35
 

Quote data

Open: 0.120
High: 0.120
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -31.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.160 0.110
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:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -