BNP Paribas Call 440 LONN 21.03.2025
/ DE000PG2NGZ7
BNP Paribas Call 440 LONN 21.03.2.../ DE000PG2NGZ7 /
| 1/24/2025 4:47:10 PM |
Chg.+0.060 |
Bid5:11:39 PM |
Ask5:11:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
+3.95% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
440.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PG2NGZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
1.55 |
| Time value: |
0.06 |
| Break-even: |
623.74 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.26% |
| Delta: |
0.93 |
| Theta: |
-0.19 |
| Omega: |
3.58 |
| Rho: |
0.63 |
Quote data
| Open: |
1.530 |
| High: |
1.580 |
| Low: |
1.530 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.42% |
| 1 Month |
|
|
+51.92% |
| 3 Months |
|
|
+18.80% |
| YTD |
|
|
+50.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.300 |
| 1M High / 1M Low: |
1.580 |
1.050 |
| 6M High / 6M Low: |
1.660 |
0.890 |
| High (YTD): |
1/24/2025 |
1.580 |
| Low (YTD): |
1/3/2025 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.95% |
| Volatility 6M: |
|
92.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |