BNP Paribas Call 420 ZURN 20.12.2024
/ DE000PC23DQ1
BNP Paribas Call 420 ZURN 20.12.2.../ DE000PC23DQ1 /
| 17/09/2024 09:47:50 |
Chg.+0.45 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.30EUR |
+4.57% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
420.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC23DQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.90 |
| Intrinsic value: |
9.50 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
9.50 |
| Time value: |
0.65 |
| Break-even: |
548.08 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.20% |
| Delta: |
0.93 |
| Theta: |
-0.09 |
| Omega: |
4.96 |
| Rho: |
1.03 |
Quote data
| Open: |
10.30 |
| High: |
10.30 |
| Low: |
10.30 |
| Previous Close: |
9.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.44% |
| 1 Month |
|
|
+48.20% |
| 3 Months |
|
|
+55.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.85 |
8.72 |
| 1M High / 1M Low: |
9.85 |
7.02 |
| 6M High / 6M Low: |
9.85 |
4.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.94% |
| Volatility 6M: |
|
100.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
