BNP Paribas Put 450 ZURN 20.09.2024
/ DE000PN8TVD8
BNP Paribas Put 450 ZURN 20.09.20.../ DE000PN8TVD8 /
| 7/16/2024 10:19:50 AM |
Chg.+0.190 |
Bid4:46:43 PM |
Ask4:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+65.52% |
0.400
Bid Size: 7,500 |
0.410
Ask Size: 7,500 |
ZURICH INSURANCE N |
450.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
PN8TVD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-135.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-2.67 |
| Time value: |
0.36 |
| Break-even: |
458.11 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.18 |
| Theta: |
-0.06 |
| Omega: |
-24.69 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.460 |
| High: |
0.480 |
| Low: |
0.460 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.63% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-76.35% |
| YTD |
|
|
-88.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.290 |
| 1M High / 1M Low: |
0.690 |
0.290 |
| 6M High / 6M Low: |
4.560 |
0.290 |
| High (YTD): |
1/18/2024 |
4.560 |
| Low (YTD): |
7/15/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.841 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.41% |
| Volatility 6M: |
|
167.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
