BNP Paribas Put 400 ZURN 20.12.2024
/ DE000PN7C9N0
BNP Paribas Put 400 ZURN 20.12.20.../ DE000PN7C9N0 /
| 16/07/2024 10:20:09 |
Chg.+0.070 |
Bid17:20:01 |
Ask17:20:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+29.17% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
400.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PN7C9N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-174.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-7.80 |
| Time value: |
0.28 |
| Break-even: |
407.61 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.08 |
| Theta: |
-0.03 |
| Omega: |
-14.37 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-31.11% |
| 3 Months |
|
|
-69.31% |
| YTD |
|
|
-85.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.430 |
0.240 |
| 6M High / 6M Low: |
2.130 |
0.240 |
| High (YTD): |
10/01/2024 |
2.160 |
| Low (YTD): |
15/07/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.40% |
| Volatility 6M: |
|
125.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
