BNP Paribas Call 420 ZURN 20.12.2024
/ DE000PC23DQ1
BNP Paribas Call 420 ZURN 20.12.2.../ DE000PC23DQ1 /
| 10/18/2024 9:52:51 AM |
Chg.+0.28 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.52EUR |
+2.49% |
-
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: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.33 |
| Intrinsic value: |
11.08 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
11.08 |
| Time value: |
0.54 |
| Break-even: |
563.96 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.17% |
| Delta: |
0.93 |
| Theta: |
-0.13 |
| Omega: |
4.48 |
| Rho: |
0.70 |
Quote data
| Open: |
11.52 |
| High: |
11.52 |
| Low: |
11.52 |
| Previous Close: |
11.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.24% |
| 1 Month |
|
|
+14.51% |
| 3 Months |
|
|
+69.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.30 |
10.45 |
| 1M High / 1M Low: |
11.30 |
8.99 |
| 6M High / 6M Low: |
11.30 |
4.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.57% |
| Volatility 6M: |
|
93.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
