BNP Paribas Call 480 ZURN 20.09.2024
/ DE000PC6NKM2
BNP Paribas Call 480 ZURN 20.09.2.../ DE000PC6NKM2 /
| 7/16/2024 2:20:55 PM |
Chg.-0.390 |
Bid2:52:19 PM |
Ask2:52:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-28.47% |
1.020
Bid Size: 4,500 |
1.030
Ask Size: 4,500 |
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: |
36.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-0.41 |
| Time value: |
1.34 |
| Break-even: |
505.89 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.50 |
| Theta: |
-0.13 |
| Omega: |
18.37 |
| Rho: |
0.42 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
0.950 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.60% |
| 1 Month |
|
|
-19.01% |
| 3 Months |
|
|
+25.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.250 |
| 1M High / 1M Low: |
2.030 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
