BNP Paribas Call 480 ZURN 20.12.2024
/ DE000PC6NKR1
BNP Paribas Call 480 ZURN 20.12.2.../ DE000PC6NKR1 /
| 18/10/2024 16:21:00 |
Chg.-0.140 |
Bid17:13:23 |
Ask17:13:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.300EUR |
-2.57% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
480.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC6NKR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.08 |
| Intrinsic value: |
4.69 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
4.69 |
| Time value: |
0.73 |
| Break-even: |
565.93 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
8.72 |
| Rho: |
0.72 |
Quote data
| Open: |
5.350 |
| High: |
5.360 |
| Low: |
5.300 |
| Previous Close: |
5.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.97% |
| 1 Month |
|
|
+42.47% |
| 3 Months |
|
|
+143.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.440 |
4.570 |
| 1M High / 1M Low: |
5.440 |
3.520 |
| 6M High / 6M Low: |
5.440 |
0.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.15% |
| Volatility 6M: |
|
162.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
