BNP Paribas Put 400 ZURN 20.12.2024
/ DE000PN7C9N0
BNP Paribas Put 400 ZURN 20.12.20.../ DE000PN7C9N0 /
| 8/15/2024 10:12:29 AM |
Chg.-0.070 |
Bid2:58:08 PM |
Ask2:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-21.21% |
0.250
Bid Size: 21,000 |
0.260
Ask Size: 21,000 |
ZURICH INSURANCE N |
400.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-164.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-7.50 |
| Time value: |
0.30 |
| Break-even: |
416.84 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
-0.09 |
| Theta: |
-0.04 |
| Omega: |
-14.71 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.06% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-87.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.330 |
| 1M High / 1M Low: |
0.850 |
0.240 |
| 6M High / 6M Low: |
1.720 |
0.240 |
| High (YTD): |
1/10/2024 |
2.160 |
| Low (YTD): |
7/15/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
90.909 |
| Avg. price 6M: |
|
0.640 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
506.52% |
| Volatility 6M: |
|
240.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
