BNP Paribas Call 450 ZURN 21.03.2.../  DE000PC71D59  /

Frankfurt Zert./BNP
15/08/2024  09:20:56 Chg.+0.280 Bid09:51:43 Ask09:51:43 Underlying Strike price Expiration date Option type
4.390EUR +6.81% 4.580
Bid Size: 7,000
4.590
Ask Size: 7,000
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: 12.99
Leverage: Yes

Calculated values

Fair value: 3.55
Intrinsic value: 1.26
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 1.26
Time value: 2.48
Break-even: 510.73
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.27%
Delta: 0.67
Theta: -0.08
Omega: 8.69
Rho: 1.73
 

Quote data

Open: 4.390
High: 4.390
Low: 4.390
Previous Close: 4.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.62%
1 Month
  -8.92%
3 Months  
+38.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.110 3.440
1M High / 1M Low: 5.190 3.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.674
Avg. volume 1W:   0.000
Avg. price 1M:   4.200
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -