BNP Paribas Call 480 ZURN 21.03.2025
/ DE000PC71D42
BNP Paribas Call 480 ZURN 21.03.2.../ DE000PC71D42 /
| 18/10/2024 09:50:56 |
Chg.+0.32 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.90EUR |
+5.73% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
480.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC71D4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.79 |
| Intrinsic value: |
4.69 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
4.69 |
| Time value: |
1.30 |
| Break-even: |
571.63 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
7.72 |
| Rho: |
1.70 |
Quote data
| Open: |
5.90 |
| High: |
5.90 |
| Low: |
5.90 |
| Previous Close: |
5.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.17% |
| 1 Month |
|
|
+20.65% |
| 3 Months |
|
|
+118.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.78 |
4.79 |
| 1M High / 1M Low: |
5.78 |
3.93 |
| 6M High / 6M Low: |
5.78 |
1.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.28% |
| Volatility 6M: |
|
138.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
