BNP Paribas Call 400 ZURN 21.03.2025
/ DE000PC872W6
BNP Paribas Call 400 ZURN 21.03.2.../ DE000PC872W6 /
| 9/17/2024 4:21:21 PM |
Chg.-0.110 |
Bid5:18:40 PM |
Ask5:18:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.340EUR |
-0.88% |
-
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: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.37 |
| Intrinsic value: |
11.63 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
11.63 |
| Time value: |
0.84 |
| Break-even: |
550.02 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.16% |
| Delta: |
0.97 |
| Theta: |
-0.05 |
| Omega: |
4.19 |
| Rho: |
2.02 |
Quote data
| Open: |
12.650 |
| High: |
12.650 |
| Low: |
12.340 |
| Previous Close: |
12.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.80% |
| 1 Month |
|
|
+35.90% |
| 3 Months |
|
|
+39.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.450 |
10.940 |
| 1M High / 1M Low: |
12.450 |
9.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
