BNP Paribas Call 520 LONN 20.06.2.../  DE000PC5CJZ1  /

Frankfurt Zert./BNP
24/01/2025  16:47:07 Chg.+0.040 Bid17:11:39 Ask17:11:39 Underlying Strike price Expiration date Option type
0.910EUR +4.60% -
Bid Size: -
-
Ask Size: -
LONZA N 520.00 CHF 20/06/2025 Call
 

Master data

WKN: PC5CJZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 520.00 CHF
Maturity: 20/06/2025
Issue date: 20/02/2024
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.64
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.71
Implied volatility: 0.31
Historic volatility: 0.30
Parity: 0.71
Time value: 0.22
Break-even: 639.87
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.78
Theta: -0.15
Omega: 5.20
Rho: 1.56
 

Quote data

Open: 0.870
High: 0.910
Low: 0.870
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.19%
1 Month  
+78.43%
3 Months  
+18.18%
YTD  
+78.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.700
1M High / 1M Low: 0.910 0.510
6M High / 6M Low: 1.080 0.430
High (YTD): 24/01/2025 0.910
Low (YTD): 03/01/2025 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.655
Avg. volume 1M:   0.000
Avg. price 6M:   0.680
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.59%
Volatility 6M:   120.06%
Volatility 1Y:   -
Volatility 3Y:   -