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: |
|
- |
