BNP Paribas Put 200 FHZN 20.12.20.../  DE000PC84PU9  /

EUWAX
2024-05-28  11:35:42 AM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% -
Bid Size: -
-
Ask Size: -
FLUGHAFEN ZUERICH N 200.00 CHF 2024-12-20 Put
 

Master data

WKN: PC84PU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLUGHAFEN ZUERICH N
Type: Warrant
Option type: Put
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: -10.63
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.10
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.10
Time value: 0.08
Break-even: 183.60
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.53
Theta: -0.02
Omega: -5.58
Rho: -0.67
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
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:   -