BNP Paribas Call 520 ZURN 20.12.2024
/ DE000PC6NKN0
BNP Paribas Call 520 ZURN 20.12.2.../ DE000PC6NKN0 /
| 9/17/2024 9:46:00 AM |
Chg.+0.23 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+18.11% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
520.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC6NKN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 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: |
37.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
-1.13 |
| Time value: |
1.44 |
| Break-even: |
567.31 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.46 |
| Theta: |
-0.11 |
| Omega: |
17.19 |
| Rho: |
0.60 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.25% |
| 1 Month |
|
|
+226.09% |
| 3 Months |
|
|
+114.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
0.89 |
| 1M High / 1M Low: |
1.27 |
0.46 |
| 6M High / 6M Low: |
1.27 |
0.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.54% |
| Volatility 6M: |
|
213.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
