BNP Paribas Call 450 ZURN 20.12.2024
/ DE000PN7C9M2
BNP Paribas Call 450 ZURN 20.12.2.../ DE000PN7C9M2 /
| 9/17/2024 9:45:41 AM |
Chg.+0.47 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.24EUR |
+6.94% |
-
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: |
7.24 |
| High: |
7.24 |
| Low: |
7.24 |
| Previous Close: |
6.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.67% |
| 1 Month |
|
|
+72.38% |
| 3 Months |
|
|
+83.29% |
| YTD |
|
|
+293.48% |
| 1 Year |
|
|
+258.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.77 |
5.76 |
| 1M High / 1M Low: |
6.77 |
4.23 |
| 6M High / 6M Low: |
6.77 |
2.16 |
| High (YTD): |
9/16/2024 |
6.77 |
| Low (YTD): |
2/12/2024 |
1.32 |
| 52W High: |
9/16/2024 |
6.77 |
| 52W Low: |
2/12/2024 |
1.32 |
| Avg. price 1W: |
|
6.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.90 |
| Avg. volume 6M: |
|
24.80 |
| Avg. price 1Y: |
|
2.99 |
| Avg. volume 1Y: |
|
24.80 |
| Volatility 1M: |
|
91.92% |
| Volatility 6M: |
|
136.74% |
| Volatility 1Y: |
|
133.34% |
| Volatility 3Y: |
|
- |
