BNP Paribas Put 450 ZURN 20.09.20.../  DE000PN8TVD8  /

EUWAX
17/09/2024  09:45:36 Chg.0.000 Bid17/09/2024 Ask17/09/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 100,000
0.013
Ask Size: 100,000
ZURICH INSURANCE N 450.00 CHF 20/09/2024 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: 20/09/2024
Issue date: 26/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3,385.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.15
Parity: -6.31
Time value: 0.02
Break-even: 478.32
Moneyness: 0.88
Premium: 0.12
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1,500.00%
Delta: -0.01
Theta: -0.19
Omega: -48.41
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -95.00%
1 Month
  -99.29%
3 Months
  -99.86%
YTD
  -99.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.001
1M High / 1M Low: 0.120 0.001
6M High / 6M Low: 2.400 0.001
High (YTD): 18/01/2024 4.560
Low (YTD): 16/09/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.839
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   770.35%
Volatility 6M:   473.73%
Volatility 1Y:   -
Volatility 3Y:   -