BNP Paribas Call 480 ZURN 20.12.2024
/ DE000PC6NKR1
BNP Paribas Call 480 ZURN 20.12.2.../ DE000PC6NKR1 /
| 9/17/2024 4:20:58 PM |
Chg.-0.080 |
Bid5:18:39 PM |
Ask5:18:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.170EUR |
-1.88% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
480.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
3.12 |
| Time value: |
1.16 |
| Break-even: |
553.18 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
0.77 |
| Theta: |
-0.12 |
| Omega: |
9.80 |
| Rho: |
0.97 |
Quote data
| Open: |
4.400 |
| High: |
4.420 |
| Low: |
4.170 |
| Previous Close: |
4.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.83% |
| 1 Month |
|
|
+117.19% |
| 3 Months |
|
|
+92.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.250 |
3.070 |
| 1M High / 1M Low: |
4.250 |
1.970 |
| 6M High / 6M Low: |
4.250 |
0.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.35% |
| Volatility 6M: |
|
164.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
