BNP Paribas Put 500 ZURN 20.12.2024
/ DE000PC6NKW1
BNP Paribas Put 500 ZURN 20.12.20.../ DE000PC6NKW1 /
2024-08-14 4:21:02 PM |
Chg.-0.680 |
Bid5:19:43 PM |
Ask5:19:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.480EUR |
-16.35% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
500.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PC6NKW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.00 |
Intrinsic value: |
4.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.15 |
Parity: |
4.00 |
Time value: |
0.04 |
Break-even: |
485.53 |
Moneyness: |
1.08 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.25% |
Delta: |
-0.74 |
Theta: |
-0.02 |
Omega: |
-8.89 |
Rho: |
-1.40 |
Quote data
Open: |
3.610 |
High: |
3.770 |
Low: |
3.480 |
Previous Close: |
4.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.07% |
1 Month |
|
|
+22.11% |
3 Months |
|
|
-33.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.650 |
4.090 |
1M High / 1M Low: |
5.280 |
2.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.721 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |