BNP Paribas Put 400 ZURN 20.09.2024
/ DE000PN8TVC0
BNP Paribas Put 400 ZURN 20.09.20.../ DE000PN8TVC0 /
14/08/2024 16:21:01 |
Chg.-0.021 |
Bid17:11:57 |
Ask17:11:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.054EUR |
-28.00% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
400.00 CHF |
20/09/2024 |
Put |
Master data
WKN: |
PN8TVC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 CHF |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-599.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.15 |
Parity: |
-6.52 |
Time value: |
0.08 |
Break-even: |
419.93 |
Moneyness: |
0.87 |
Premium: |
0.14 |
Premium p.a.: |
2.51 |
Spread abs.: |
0.01 |
Spread %: |
14.08% |
Delta: |
-0.04 |
Theta: |
-0.05 |
Omega: |
-26.52 |
Rho: |
-0.02 |
Quote data
Open: |
0.059 |
High: |
0.061 |
Low: |
0.054 |
Previous Close: |
0.075 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-58.46% |
1 Month |
|
|
-30.77% |
3 Months |
|
|
-83.13% |
YTD |
|
|
-96.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.054 |
1M High / 1M Low: |
0.270 |
0.054 |
6M High / 6M Low: |
1.270 |
0.054 |
High (YTD): |
18/01/2024 |
1.690 |
Low (YTD): |
14/08/2024 |
0.054 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.341 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
650.38% |
Volatility 6M: |
|
310.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |