BNP Paribas Call 450 ZURN 20.12.2024
/ DE000PN7C9M2
BNP Paribas Call 450 ZURN 20.12.2.../ DE000PN7C9M2 /
9/17/2024 4:21:01 PM |
Chg.-0.090 |
Bid5:18:40 PM |
Ask5:18:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.980EUR |
-1.27% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
PN7C9M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.80 |
Intrinsic value: |
6.31 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
6.31 |
Time value: |
0.79 |
Break-even: |
549.48 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.28% |
Delta: |
0.89 |
Theta: |
-0.10 |
Omega: |
6.75 |
Rho: |
1.05 |
Quote data
Open: |
7.250 |
High: |
7.290 |
Low: |
6.980 |
Previous Close: |
7.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+23.76% |
1 Month |
|
|
+70.66% |
3 Months |
|
|
+69.83% |
YTD |
|
|
+281.42% |
1 Year |
|
|
+245.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.070 |
5.640 |
1M High / 1M Low: |
7.070 |
4.170 |
6M High / 6M Low: |
7.070 |
1.960 |
High (YTD): |
9/16/2024 |
7.070 |
Low (YTD): |
2/9/2024 |
1.240 |
52W High: |
9/16/2024 |
7.070 |
52W Low: |
2/9/2024 |
1.240 |
Avg. price 1W: |
|
6.320 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.335 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.916 |
Avg. volume 6M: |
|
25.600 |
Avg. price 1Y: |
|
2.993 |
Avg. volume 1Y: |
|
12.749 |
Volatility 1M: |
|
71.96% |
Volatility 6M: |
|
124.33% |
Volatility 1Y: |
|
123.13% |
Volatility 3Y: |
|
- |