BNP Paribas Call 450 ZURN 20.12.2024
/ DE000PN7C9M2
BNP Paribas Call 450 ZURN 20.12.2.../ DE000PN7C9M2 /
| 8/15/2024 1:20:52 PM |
Chg.+0.320 |
Bid1:29:22 PM |
Ask1:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.850EUR |
+9.07% |
3.860
Bid Size: 7,500 |
3.870
Ask Size: 7,500 |
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: |
13.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
2.25 |
| Time value: |
1.42 |
| Break-even: |
509.02 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
9.96 |
| Rho: |
1.14 |
Quote data
| Open: |
3.820 |
| High: |
3.960 |
| Low: |
3.820 |
| Previous Close: |
3.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.52% |
| 1 Month |
|
|
-10.05% |
| 3 Months |
|
|
+45.28% |
| YTD |
|
|
+110.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.530 |
2.820 |
| 1M High / 1M Low: |
4.640 |
2.700 |
| 6M High / 6M Low: |
5.060 |
1.560 |
| High (YTD): |
6/24/2024 |
5.060 |
| Low (YTD): |
2/9/2024 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.511 |
| Avg. volume 6M: |
|
25.806 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.18% |
| Volatility 6M: |
|
135.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
