BNP Paribas Put 450 ZURN 20.12.2024
/ DE000PN7C9P5
BNP Paribas Put 450 ZURN 20.12.20.../ DE000PN7C9P5 /
16/07/2024 10:20:09 |
Chg.+0.300 |
Bid20:00:07 |
Ask20:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
+38.96% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
PN7C9P |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-55.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
-2.67 |
Time value: |
0.88 |
Break-even: |
452.91 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
-0.25 |
Theta: |
-0.04 |
Omega: |
-13.76 |
Rho: |
-0.56 |
Quote data
Open: |
1.040 |
High: |
1.070 |
Low: |
1.040 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.08% |
1 Month |
|
|
-20.74% |
3 Months |
|
|
-58.85% |
YTD |
|
|
-77.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.770 |
1M High / 1M Low: |
1.260 |
0.770 |
6M High / 6M Low: |
4.910 |
0.770 |
High (YTD): |
18/01/2024 |
4.910 |
Low (YTD): |
15/07/2024 |
0.770 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.32% |
Volatility 6M: |
|
122.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |