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

EUWAX
2024-06-07  10:13:01 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
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: -14.00
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.11
Implied volatility: 0.22
Historic volatility: 0.19
Parity: 0.11
Time value: 0.03
Break-even: 192.52
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.62
Theta: -0.03
Omega: -8.66
Rho: -0.39
 

Quote data

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

Performance

1 Week
  -14.29%
1 Month
  -25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.160 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -