BNP Paribas Knock-Out ZURN
/ DE000PG1A053
BNP Paribas Knock-Out ZURN/ DE000PG1A053 /
| 2024-07-16 12:20:50 PM |
Chg.-0.560 |
Bid1:10:42 PM |
Ask1:10:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.300EUR |
-14.51% |
2.990
Bid Size: 6,000 |
3.010
Ask Size: 6,000 |
ZURICH INSURANCE N |
443.6054 CHF |
2078-12-31 |
Call |
Master data
| Issuer: |
BNP PARIBAS |
| WKN: |
PG1A05 |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
443.6054 CHF |
| Maturity: |
Endless |
| Issue date: |
2024-05-22 |
| Last trading day: |
2078-12-31 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
12.79 |
| Knock-out: |
465.7857 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
10.4903 |
| Distance to knock-out %: |
2.15% |
| Distance to strike price: |
33.248 |
| Distance to strike price %: |
6.81% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.53% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.400 |
| High: |
3.400 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.30% |
| 1 Month |
|
|
+9.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.560 |
| 1M High / 1M Low: |
4.760 |
2.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
