BNP Paribas Call 500 ZURN 20.12.2024
/ DE000PC6NKQ3
BNP Paribas Call 500 ZURN 20.12.2.../ DE000PC6NKQ3 /
| 8/15/2024 12:20:53 PM |
Chg.+0.110 |
Bid1:00:47 PM |
Ask1:00:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+14.10% |
0.880
Bid Size: 7,000 |
0.890
Ask Size: 7,000 |
ZURICH INSURANCE N |
500.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC6NKQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 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: |
59.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
-3.00 |
| Time value: |
0.83 |
| Break-even: |
533.10 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.31 |
| Theta: |
-0.07 |
| Omega: |
18.66 |
| Rho: |
0.51 |
Quote data
| Open: |
0.870 |
| High: |
0.930 |
| Low: |
0.870 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.85% |
| 1 Month |
|
|
-28.23% |
| 3 Months |
|
|
+30.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.590 |
| 1M High / 1M Low: |
1.380 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.932 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
