BNP Paribas Put 500 ZURN 20.09.2024
/ DE000PC6NKV3
BNP Paribas Put 500 ZURN 20.09.20.../ DE000PC6NKV3 /
| 17/09/2024 16:20:58 |
Chg.-0.013 |
Bid17:18:40 |
Ask17:18:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-14.44% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
500.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
PC6NKV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-541.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-1.00 |
| Time value: |
0.10 |
| Break-even: |
530.65 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
10.43 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
-0.17 |
| Theta: |
-0.45 |
| Omega: |
-92.54 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.050 |
| High: |
0.077 |
| Low: |
0.043 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-90.61% |
| 1 Month |
|
|
-96.50% |
| 3 Months |
|
|
-97.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.090 |
| 1M High / 1M Low: |
2.100 |
0.090 |
| 6M High / 6M Low: |
6.390 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.35% |
| Volatility 6M: |
|
228.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
