BNP Paribas Call 450 ZURN 21.03.2025
/ DE000PC71D59
BNP Paribas Call 450 ZURN 21.03.2.../ DE000PC71D59 /
| 18/10/2024 16:21:13 |
Chg.-0.170 |
Bid17:13:23 |
Ask17:13:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.700EUR |
-1.92% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC71D5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.63 |
| Intrinsic value: |
7.89 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
7.89 |
| Time value: |
0.95 |
| Break-even: |
568.15 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
5.76 |
| Rho: |
1.78 |
Quote data
| Open: |
8.760 |
| High: |
8.760 |
| Low: |
8.700 |
| Previous Close: |
8.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
+25.36% |
| 3 Months |
|
|
+80.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.870 |
7.960 |
| 1M High / 1M Low: |
8.870 |
6.780 |
| 6M High / 6M Low: |
8.870 |
2.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.392 |
| Avg. volume 1W: |
|
420 |
| Avg. price 1M: |
|
7.502 |
| Avg. volume 1M: |
|
95.455 |
| Avg. price 6M: |
|
5.068 |
| Avg. volume 6M: |
|
16.535 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.57% |
| Volatility 6M: |
|
102.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
