BNP Paribas Call 450 ZURN 20.09.2024
/ DE000PN8TU76
BNP Paribas Call 450 ZURN 20.09.2.../ DE000PN8TU76 /
| 8/14/2024 10:05:34 AM |
Chg.+0.15 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+6.44% |
-
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: |
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): |
6/25/2024 |
4.36 |
| Low (YTD): |
2/12/2024 |
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: |
|
- |
