BNP Paribas Put 500 ZURN 21.03.2025
/ DE000PC71D83
BNP Paribas Put 500 ZURN 21.03.20.../ DE000PC71D83 /
| 16/07/2024 10:22:27 |
Chg.+0.73 |
Bid17:20:01 |
Ask17:20:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.90EUR |
+23.03% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
500.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC71D8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 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: |
-14.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
2.46 |
| Time value: |
1.01 |
| Break-even: |
478.31 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-7.60 |
| Rho: |
-2.03 |
Quote data
| Open: |
3.88 |
| High: |
3.90 |
| Low: |
3.88 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.69% |
| 1 Month |
|
|
-8.02% |
| 3 Months |
|
|
-35.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.69 |
3.17 |
| 1M High / 1M Low: |
4.13 |
3.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
