BNP Paribas Put 450 ZURN 20.12.2024
/ DE000PN7C9P5
BNP Paribas Put 450 ZURN 20.12.20.../ DE000PN7C9P5 /
8/14/2024 4:20:58 PM |
Chg.-0.300 |
Bid5:19:43 PM |
Ask5:19:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
-23.26% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-39.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
-1.26 |
Time value: |
1.24 |
Break-even: |
460.93 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.81% |
Delta: |
-0.34 |
Theta: |
-0.06 |
Omega: |
-13.26 |
Rho: |
-0.62 |
Quote data
Open: |
1.060 |
High: |
1.110 |
Low: |
0.990 |
Previous Close: |
1.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-37.34% |
1 Month |
|
|
+15.12% |
3 Months |
|
|
-49.49% |
YTD |
|
|
-78.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.580 |
0.990 |
1M High / 1M Low: |
2.080 |
0.780 |
6M High / 6M Low: |
4.200 |
0.780 |
High (YTD): |
2/9/2024 |
5.010 |
Low (YTD): |
7/30/2024 |
0.780 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.175 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.769 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
359.74% |
Volatility 6M: |
|
186.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |