BNP Paribas Call 520 LONN 21.03.2025
/ DE000PC7Z4S6
BNP Paribas Call 520 LONN 21.03.2.../ DE000PC7Z4S6 /
| 24/01/2025 16:47:09 |
Chg.+0.050 |
Bid17:09:53 |
Ask17:09:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
520.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC7Z4S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.71 |
| Time value: |
0.12 |
| Break-even: |
629.87 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.82 |
| Theta: |
-0.26 |
| Omega: |
6.08 |
| Rho: |
0.64 |
Quote data
| Open: |
0.760 |
| High: |
0.800 |
| Low: |
0.760 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.94% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+17.65% |
| YTD |
|
|
+95.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.580 |
| 1M High / 1M Low: |
0.800 |
0.400 |
| 6M High / 6M Low: |
1.000 |
0.340 |
| High (YTD): |
24/01/2025 |
0.800 |
| Low (YTD): |
03/01/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.76% |
| Volatility 6M: |
|
144.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |