BNP Paribas Call 420 ZURN 21.03.2025
/ DE000PC71D67
BNP Paribas Call 420 ZURN 21.03.2.../ DE000PC71D67 /
| 15/08/2024 16:21:15 |
Chg.+0.600 |
Bid16:45:53 |
Ask16:45:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.160EUR |
+9.15% |
7.190
Bid Size: 6,500 |
7.210
Ask Size: 6,500 |
ZURICH INSURANCE N |
420.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC71D6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.68 |
| Intrinsic value: |
5.40 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
5.40 |
| Time value: |
1.33 |
| Break-even: |
508.13 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
6.46 |
| Rho: |
2.20 |
Quote data
| Open: |
6.900 |
| High: |
7.160 |
| Low: |
6.900 |
| Previous Close: |
6.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.83% |
| 1 Month |
|
|
-1.51% |
| 3 Months |
|
|
+37.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.560 |
5.690 |
| 1M High / 1M Low: |
7.760 |
5.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
