BNP Paribas Call 420 ZURN 20.09.2024
/ DE000PC8GV99
BNP Paribas Call 420 ZURN 20.09.2.../ DE000PC8GV99 /
| 14/08/2024 16:21:14 |
Chg.+0.730 |
Bid17:19:50 |
Ask17:19:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.670EUR |
+14.78% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
420.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PC8GV9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.59 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
4.41 |
| Time value: |
0.70 |
| Break-even: |
492.88 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.83 |
| Theta: |
-0.22 |
| Omega: |
7.86 |
| Rho: |
0.36 |
Quote data
| Open: |
5.560 |
| High: |
5.670 |
| Low: |
5.340 |
| Previous Close: |
4.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-14.61% |
| 3 Months |
|
|
+37.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.040 |
4.560 |
| 1M High / 1M Low: |
6.970 |
4.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
