BNP Paribas Call 450 ZURN 20.09.2024
/ DE000PN8TU76
BNP Paribas Call 450 ZURN 20.09.2.../ DE000PN8TU76 /
| 8/15/2024 11:21:06 AM |
Chg.+0.410 |
Bid11:42:05 AM |
Ask11:42:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.130EUR |
+15.07% |
3.120
Bid Size: 6,500 |
3.140
Ask Size: 6,500 |
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: |
17.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
2.25 |
| Time value: |
0.64 |
| Break-even: |
501.22 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.77 |
| Theta: |
-0.18 |
| Omega: |
13.23 |
| Rho: |
0.35 |
Quote data
| Open: |
3.070 |
| High: |
3.220 |
| Low: |
3.070 |
| Previous Close: |
2.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.87% |
| 1 Month |
|
|
-14.01% |
| 3 Months |
|
|
+58.88% |
| YTD |
|
|
+125.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.720 |
1.910 |
| 1M High / 1M Low: |
3.980 |
1.780 |
| 6M High / 6M Low: |
4.470 |
1.160 |
| High (YTD): |
6/24/2024 |
4.470 |
| Low (YTD): |
2/9/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.05% |
| Volatility 6M: |
|
183.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
