BNP Paribas Call 520 ZURN 21.03.2025
/ DE000PG2NHJ9
BNP Paribas Call 520 ZURN 21.03.2.../ DE000PG2NHJ9 /
| 10/18/2024 4:21:12 PM |
Chg.-0.120 |
Bid5:13:23 PM |
Ask5:13:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
-4.20% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
520.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PG2NHJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
0.42 |
| Time value: |
2.42 |
| Break-even: |
582.77 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.60 |
| Theta: |
-0.10 |
| Omega: |
11.86 |
| Rho: |
1.30 |
Quote data
| Open: |
2.780 |
| High: |
2.780 |
| Low: |
2.740 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.61% |
| 1 Month |
|
|
+47.31% |
| 3 Months |
|
|
+144.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.860 |
2.310 |
| 1M High / 1M Low: |
2.860 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
