BNP Paribas Call 420 ZURN 20.12.2024
/ DE000PC23DQ1
BNP Paribas Call 420 ZURN 20.12.2.../ DE000PC23DQ1 /
| 8/14/2024 10:21:14 AM |
Chg.+0.24 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.94EUR |
+4.21% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
420.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.20 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
4.41 |
| Time value: |
1.24 |
| Break-even: |
498.28 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.81 |
| Theta: |
-0.10 |
| Omega: |
7.01 |
| Rho: |
1.19 |
Quote data
| Open: |
5.95 |
| High: |
5.95 |
| Low: |
5.94 |
| Previous Close: |
5.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.55% |
| 1 Month |
|
|
-18.63% |
| 3 Months |
|
|
+22.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.94 |
4.55 |
| 1M High / 1M Low: |
7.30 |
4.55 |
| 6M High / 6M Low: |
7.69 |
3.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.68% |
| Volatility 6M: |
|
112.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
