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BNP Paribas Put 400 ZURN 20.12.20.../  DE000PN7C9N0  /

EUWAX
18/10/2024  09:50:13 Chg.-0.005 Bid20:00:03 Ask20:00:03 Underlying Strike price Expiration date Option type
0.068EUR -6.85% -
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: -689.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -13.22
Time value: 0.08
Break-even: 425.63
Moneyness: 0.76
Premium: 0.24
Premium p.a.: 2.45
Spread abs.: 0.01
Spread %: 14.08%
Delta: -0.02
Theta: -0.04
Omega: -17.23
Rho: -0.03
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.073
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.44%
1 Month
  -47.69%
3 Months
  -73.85%
YTD
  -96.72%
1 Year
  -97.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.072
1M High / 1M Low: 0.130 0.072
6M High / 6M Low: 1.130 0.072
High (YTD): 10/01/2024 2.160
Low (YTD): 16/10/2024 0.072
52W High: 23/10/2023 3.370
52W Low: 16/10/2024 0.072
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   15.748
Avg. price 1Y:   1.054
Avg. volume 1Y:   7.937
Volatility 1M:   141.29%
Volatility 6M:   246.94%
Volatility 1Y:   189.62%
Volatility 3Y:   -