BNP Paribas Put 450 ZURN 20.09.2024
/ DE000PN8TVD8
BNP Paribas Put 450 ZURN 20.09.20.../ DE000PN8TVD8 /
14/08/2024 10:05:36 |
Chg.-0.080 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-18.18% |
- Bid Size: - |
- Ask Size: - |
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: |
-107.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.15 |
Parity: |
-1.26 |
Time value: |
0.45 |
Break-even: |
468.83 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
-0.28 |
Theta: |
-0.10 |
Omega: |
-29.87 |
Rho: |
-0.14 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.70% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
-76.77% |
YTD |
|
|
-91.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
0.440 |
1M High / 1M Low: |
1.500 |
0.260 |
6M High / 6M Low: |
3.900 |
0.260 |
High (YTD): |
18/01/2024 |
4.560 |
Low (YTD): |
31/07/2024 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.734 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.579 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.257 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
799.47% |
Volatility 6M: |
|
363.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |