BNP Paribas Call 450 ZURN 20.09.2024
/ DE000PN8TU76
BNP Paribas Call 450 ZURN 20.09.2.../ DE000PN8TU76 /
| 9/17/2024 4:21:16 PM |
Chg.-0.080 |
Bid5:18:39 PM |
Ask5:18:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.550EUR |
-1.21% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TU7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
6.31 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.15 |
| Parity: |
6.31 |
| Time value: |
0.37 |
| Break-even: |
545.28 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.04 |
| Spread %: |
0.60% |
| Delta: |
0.88 |
| Theta: |
-1.98 |
| Omega: |
7.16 |
| Rho: |
0.03 |
Quote data
| Open: |
6.820 |
| High: |
6.880 |
| Low: |
6.550 |
| Previous Close: |
6.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.70% |
| 1 Month |
|
|
+94.36% |
| 3 Months |
|
|
+92.08% |
| YTD |
|
|
+371.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.630 |
5.050 |
| 1M High / 1M Low: |
6.630 |
3.460 |
| 6M High / 6M Low: |
6.630 |
1.350 |
| High (YTD): |
9/16/2024 |
6.630 |
| Low (YTD): |
2/9/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.40% |
| Volatility 6M: |
|
170.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
