OverviewChartNewsTraderScreen

BNP Paribas Put 450 ZURN 20.12.20.../  DE000PN7C9P5  /

EUWAX
17/09/2024  09:45:41 Chg.-0.040 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.300EUR -11.76% -
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: -169.25
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -6.31
Time value: 0.32
Break-even: 475.28
Moneyness: 0.88
Premium: 0.12
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 3.23%
Delta: -0.11
Theta: -0.05
Omega: -17.91
Rho: -0.16
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.23%
1 Month
  -59.46%
3 Months
  -76.19%
YTD
  -93.59%
1 Year
  -94.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.340
1M High / 1M Low: 0.720 0.340
6M High / 6M Low: 2.920 0.340
High (YTD): 18/01/2024 4.910
Low (YTD): 16/09/2024 0.340
52W High: 04/10/2023 6.780
52W Low: 16/09/2024 0.340
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.522
Avg. volume 1M:   0.000
Avg. price 6M:   1.389
Avg. volume 6M:   0.000
Avg. price 1Y:   3.007
Avg. volume 1Y:   0.000
Volatility 1M:   232.63%
Volatility 6M:   217.87%
Volatility 1Y:   164.71%
Volatility 3Y:   -