BNP Paribas Call 500 ZURN 20.09.2024
/ DE000PC6NKK6
BNP Paribas Call 500 ZURN 20.09.2.../ DE000PC6NKK6 /
| 17/09/2024 16:21:18 |
Chg.-0.080 |
Bid17:18:40 |
Ask17:18:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
-5.71% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
500.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PC6NKK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.15 |
| Parity: |
1.00 |
| Time value: |
0.44 |
| Break-even: |
546.05 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.04 |
| Spread %: |
2.86% |
| Delta: |
0.69 |
| Theta: |
-1.28 |
| Omega: |
26.00 |
| Rho: |
0.03 |
Quote data
| Open: |
1.550 |
| High: |
1.590 |
| Low: |
1.320 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+175.00% |
| 1 Month |
|
|
+676.47% |
| 3 Months |
|
|
+116.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
0.480 |
| 1M High / 1M Low: |
1.400 |
0.170 |
| 6M High / 6M Low: |
1.400 |
0.085 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
492.12% |
| Volatility 6M: |
|
342.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
