Market Closed - Boerse Frankfurt Warrants 15:21:17 28/06/2024 BST | ||
9.58 EUR | -1.94% |
Current month | +8.00% | ||
1 month | +13.91% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
28/06/24 | 9.58 | -1.94% |
27/06/24 | 9.77 | +1.03% |
26/06/24 | 9.67 | -3.88% |
25/06/24 | 10.06 | -2.61% |
24/06/24 | 10.33 | +2.08% |
Real-time Boerse Frankfurt Warrants
Last update June 28, 2024 at 03:21 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | BNP Paribas |
WKN | PC39XG |
ISIN | DE000PC39XG6 |
Date issued | 31/01/2024 |
Strike | 400 CHF |
Maturity | 19/12/2025 (537 Days) |
Parity | 10 : 1 |
Emission price | 4.53 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 10.33 € |
---|---|
Lowest since issue | 4.76 € |
Delta | 0.75x |
Omega | 3.934 |
Premium | 2.58x |
Gearing | 5.24x |
Moneyness | 1.198 |
Difference Strike | -79.1 CHF |
Difference Strike % | -19.78% |
Spread | 0.02 € |
Spread % | 0.21% |
Theoretical value | 9.500 |
Implied Volatility | 25.31 % |
Total Loss Probability | 38.36 % |
Intrinsic value | 8.209 |
Present value | 1.291 |
Break even | 491.54 € |
Theta | -0.02x |
Vega | 0.17x |
Rho | 0.23x |
Company Profile
Consensus: Zurich Insurance Group Ltd
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