BNP Paribas Call 480 ZURN 20.09.2024
/ DE000PC6NKM2
BNP Paribas Call 480 ZURN 20.09.2.../ DE000PC6NKM2 /
| 9/17/2024 4:20:59 PM |
Chg.-0.070 |
Bid5:18:40 PM |
Ask5:18:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.370EUR |
-2.03% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
480.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PC6NKM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.15 |
| Parity: |
3.12 |
| Time value: |
0.37 |
| Break-even: |
545.28 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.04 |
| Spread %: |
1.16% |
| Delta: |
0.82 |
| Theta: |
-1.59 |
| Omega: |
12.78 |
| Rho: |
0.03 |
Quote data
| Open: |
3.630 |
| High: |
3.670 |
| Low: |
3.370 |
| Previous Close: |
3.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.07% |
| 1 Month |
|
|
+278.65% |
| 3 Months |
|
|
+144.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.440 |
1.970 |
| 1M High / 1M Low: |
3.440 |
0.910 |
| 6M High / 6M Low: |
3.440 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.76% |
| Volatility 6M: |
|
260.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
