BNP Paribas Put 450 ZURN 21.03.2025
/ DE000PC71D75
BNP Paribas Put 450 ZURN 21.03.20.../ DE000PC71D75 /
| 9/17/2024 4:20:58 PM |
Chg.-0.010 |
Bid4:58:06 PM |
Ask4:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-1.52% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-80.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-6.31 |
| Time value: |
0.67 |
| Break-even: |
471.78 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.15 |
| Theta: |
-0.04 |
| Omega: |
-12.22 |
| Rho: |
-0.45 |
Quote data
| Open: |
0.630 |
| High: |
0.650 |
| Low: |
0.620 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.11% |
| 1 Month |
|
|
-46.72% |
| 3 Months |
|
|
-61.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.660 |
| 1M High / 1M Low: |
1.190 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
