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 |
Bid17:20:01 |
Ask17:20:01 |
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: |
|
- |
