BNP Paribas Put 500 ZURN 20.12.2024
/ DE000PC6NKW1
BNP Paribas Put 500 ZURN 20.12.20.../ DE000PC6NKW1 /
| 7/16/2024 3:21:02 PM |
Chg.+0.430 |
Bid3:45:12 PM |
Ask3:45:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.370EUR |
+14.63% |
3.380
Bid Size: 7,500 |
3.390
Ask Size: 7,500 |
ZURICH INSURANCE N |
500.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
2.46 |
| Time value: |
0.52 |
| Break-even: |
483.21 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
-0.61 |
| Theta: |
-0.03 |
| Omega: |
-9.97 |
| Rho: |
-1.41 |
Quote data
| Open: |
3.220 |
| High: |
3.500 |
| Low: |
3.220 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.66% |
| 1 Month |
|
|
-15.33% |
| 3 Months |
|
|
-44.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.220 |
2.850 |
| 1M High / 1M Low: |
3.770 |
2.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
