BNP Paribas Call 450 ZURN 20.09.2024
/ DE000PN8TU76
BNP Paribas Call 450 ZURN 20.09.2.../ DE000PN8TU76 /
14/08/2024 10:05:34 |
Chg.+0.15 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
2.48EUR |
+6.44% |
- Bid Size: - |
- Ask Size: - |
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: |
21.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.81 |
Intrinsic value: |
1.26 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
1.26 |
Time value: |
0.99 |
Break-even: |
495.83 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
0.45% |
Delta: |
0.67 |
Theta: |
-0.21 |
Omega: |
14.46 |
Rho: |
0.31 |
Quote data
Open: |
2.48 |
High: |
2.48 |
Low: |
2.48 |
Previous Close: |
2.33 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.57% |
1 Month |
|
|
-33.51% |
3 Months |
|
|
+30.53% |
YTD |
|
|
+75.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.42 |
1.33 |
1M High / 1M Low: |
4.05 |
1.33 |
6M High / 6M Low: |
4.36 |
1.01 |
High (YTD): |
25/06/2024 |
4.36 |
Low (YTD): |
12/02/2024 |
0.91 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.90 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
343.18% |
Volatility 6M: |
|
209.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |