BNP Paribas Call 450 ZURN 20.09.2024
/ DE000PN8TU76
BNP Paribas Call 450 ZURN 20.09.2.../ DE000PN8TU76 /
| 16/07/2024 10:19:48 |
Chg.-1.07 |
Bid12:42:18 |
Ask12:42:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
-26.42% |
2.96
Bid Size: 7,500 |
2.98
Ask Size: 7,500 |
ZURICH INSURANCE N |
450.00 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
2.67 |
| Time value: |
0.93 |
| Break-even: |
497.71 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.77 |
| Theta: |
-0.14 |
| Omega: |
10.42 |
| Rho: |
0.61 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
2.98 |
| Previous Close: |
4.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.04% |
| 1 Month |
|
|
-6.88% |
| 3 Months |
|
|
+36.70% |
| YTD |
|
|
+111.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.35 |
| 1M High / 1M Low: |
4.36 |
2.92 |
| 6M High / 6M Low: |
4.36 |
0.91 |
| High (YTD): |
25/06/2024 |
4.36 |
| Low (YTD): |
12/02/2024 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.37% |
| Volatility 6M: |
|
170.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
