BNP Paribas Call 450 ZURN 21.03.2025
/ DE000PC71D59
BNP Paribas Call 450 ZURN 21.03.2.../ DE000PC71D59 /
| 15/08/2024 15:21:22 |
Chg.+0.510 |
Bid16:17:31 |
Ask16:17:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.620EUR |
+12.41% |
4.660
Bid Size: 7,500 |
4.670
Ask Size: 7,500 |
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: |
11.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
2.25 |
| Time value: |
1.99 |
| Break-even: |
514.72 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.74 |
| Theta: |
-0.08 |
| Omega: |
8.62 |
| Rho: |
1.93 |
Quote data
| Open: |
4.390 |
| High: |
4.620 |
| Low: |
4.390 |
| Previous Close: |
4.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.30% |
| 1 Month |
|
|
-4.15% |
| 3 Months |
|
|
+45.28% |
| 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: |
|
- |
