BNP Paribas Call 460 LONN 21.03.2025
/ DE000PG2NGX2
BNP Paribas Call 460 LONN 21.03.2.../ DE000PG2NGX2 /
| 10/01/2025 09:15:47 |
Chg.-0.01 |
Bid16:40:10 |
Ask16:40:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-0.90% |
1.05
Bid Size: 46,000 |
1.07
Ask Size: 46,000 |
LONZA N |
460.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PG2NGX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
1.02 |
| Time value: |
0.09 |
| Break-even: |
600.62 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.88 |
| Theta: |
-0.18 |
| Omega: |
4.69 |
| Rho: |
0.79 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+39.24% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
+26.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.88 |
| 1M High / 1M Low: |
1.11 |
0.78 |
| 6M High / 6M Low: |
1.46 |
0.73 |
| High (YTD): |
09/01/2025 |
1.11 |
| Low (YTD): |
03/01/2025 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.56% |
| Volatility 6M: |
|
135.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |