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

EUWAX
17/09/2024  09:45:41 Chg.-0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
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: -386.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.15
Parity: -11.63
Time value: 0.14
Break-even: 423.92
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.04
Theta: -0.04
Omega: -15.62
Rho: -0.06
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -47.83%
3 Months
  -72.09%
YTD
  -94.20%
1 Year
  -95.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.230 0.130
6M High / 6M Low: 1.130 0.130
High (YTD): 10/01/2024 2.160
Low (YTD): 16/09/2024 0.130
52W High: 04/10/2023 3.590
52W Low: 16/09/2024 0.130
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   16
Avg. price 1Y:   1.313
Avg. volume 1Y:   7.968
Volatility 1M:   198.37%
Volatility 6M:   247.02%
Volatility 1Y:   187.00%
Volatility 3Y:   -