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: |
|
- |
