BNP Paribas Put 400 ZURN 21.03.2025
/ DE000PC872X4
BNP Paribas Put 400 ZURN 21.03.20.../ DE000PC872X4 /
| 7/16/2024 4:21:04 PM |
Chg.+0.030 |
Bid5:19:50 PM |
Ask5:19:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
400.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC872X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
5/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-99.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-7.80 |
| Time value: |
0.49 |
| Break-even: |
405.51 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.11 |
| Theta: |
-0.03 |
| Omega: |
-10.99 |
| Rho: |
-0.40 |
Quote data
| Open: |
0.500 |
| High: |
0.550 |
| Low: |
0.500 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
-30.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.470 |
| 1M High / 1M Low: |
0.670 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
