BNP Paribas Call 400 ZURN 21.03.2025
/ DE000PC872W6
BNP Paribas Call 400 ZURN 21.03.2.../ DE000PC872W6 /
10/18/2024 4:21:15 PM |
Chg.-0.210 |
Bid5:13:23 PM |
Ask5:13:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.790EUR |
-1.50% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
400.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
PC872W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
5/3/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.79 |
Intrinsic value: |
13.22 |
Implied volatility: |
0.26 |
Historic volatility: |
0.15 |
Parity: |
13.22 |
Time value: |
0.72 |
Break-even: |
565.84 |
Moneyness: |
1.31 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.14% |
Delta: |
0.96 |
Theta: |
-0.06 |
Omega: |
3.86 |
Rho: |
1.68 |
Quote data
Open: |
13.850 |
High: |
13.850 |
Low: |
13.790 |
Previous Close: |
14.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.24% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
+50.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.000 |
12.980 |
1M High / 1M Low: |
14.000 |
11.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.454 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |