BNP Paribas Call 520 ZURN 20.12.2024
/ DE000PC6NKN0
BNP Paribas Call 520 ZURN 20.12.2.../ DE000PC6NKN0 /
14/08/2024 10:08:38 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
- |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
520.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
14/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
156.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.15 |
Parity: |
-6.11 |
Time value: |
0.31 |
Break-even: |
550.06 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.14 |
Theta: |
-0.05 |
Omega: |
21.86 |
Rho: |
0.23 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+60.00% |
1 Month |
|
|
-57.33% |
3 Months |
|
|
-15.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.200 |
1M High / 1M Low: |
0.750 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.454 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
341.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |