BNP Paribas Call 480 ZURN 20.09.2024
/ DE000PC6NKM2
BNP Paribas Call 480 ZURN 20.09.2.../ DE000PC6NKM2 /
8/14/2024 4:21:02 PM |
Chg.+0.210 |
Bid5:19:29 PM |
Ask5:19:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+51.22% |
- 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: |
105.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
-1.90 |
Time value: |
0.46 |
Break-even: |
509.49 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
0.28 |
Theta: |
-0.14 |
Omega: |
29.48 |
Rho: |
0.13 |
Quote data
Open: |
0.590 |
High: |
0.620 |
Low: |
0.510 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+55.00% |
1 Month |
|
|
-54.74% |
3 Months |
|
|
-6.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.400 |
1M High / 1M Low: |
1.530 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.895 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
397.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |