BNP Paribas Call 480 ZURN 20.09.2024
/ DE000PC6NKM2
BNP Paribas Call 480 ZURN 20.09.2.../ DE000PC6NKM2 /
9/17/2024 9:46:00 AM |
Chg.+0.50 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.62EUR |
+16.03% |
- 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: |
3.62 |
High: |
3.62 |
Low: |
3.62 |
Previous Close: |
3.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.04% |
1 Month |
|
|
+273.20% |
3 Months |
|
|
+168.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.12 |
2.07 |
1M High / 1M Low: |
3.12 |
0.97 |
6M High / 6M Low: |
3.12 |
0.25 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.24 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.38% |
Volatility 6M: |
|
275.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |