BNP Paribas Put 500 ZURN 21.03.2025
/ DE000PC71D83
BNP Paribas Put 500 ZURN 21.03.20.../ DE000PC71D83 /
| 18/10/2024 09:50:56 |
Chg.-0.12 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-9.38% |
-
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: |
-46.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-2.55 |
| Time value: |
1.19 |
| Break-even: |
521.15 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.28 |
| Theta: |
-0.06 |
| Omega: |
-13.17 |
| Rho: |
-0.71 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.70% |
| 1 Month |
|
|
-36.61% |
| 3 Months |
|
|
-67.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.23 |
| 1M High / 1M Low: |
2.17 |
1.23 |
| 6M High / 6M Low: |
6.69 |
1.23 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.81% |
| Volatility 6M: |
|
126.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
