BNP Paribas Put 450 ZURN 21.03.2025
/ DE000PC71D75
BNP Paribas Put 450 ZURN 21.03.20.../ DE000PC71D75 /
| 16/07/2024 16:21:05 |
Chg.+0.120 |
Bid17:19:20 |
Ask17:19:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
+9.23% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC71D7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-2.67 |
| Time value: |
1.32 |
| Break-even: |
448.51 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-10.00 |
| Rho: |
-0.99 |
Quote data
| Open: |
1.380 |
| High: |
1.530 |
| Low: |
1.380 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.24% |
| 3 Months |
|
|
-54.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.260 |
| 1M High / 1M Low: |
1.700 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
