BNP Paribas Call 560 LONN 21.03.2025
/ DE000PG2NGV6
BNP Paribas Call 560 LONN 21.03.2.../ DE000PG2NGV6 /
| 24/01/2025 16:47:10 |
Chg.+0.040 |
Bid17:19:46 |
Ask17:19:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+8.89% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
560.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PG2NGV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 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: |
12.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
0.29 |
| Time value: |
0.21 |
| Break-even: |
638.94 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.67 |
| Theta: |
-0.30 |
| Omega: |
8.34 |
| Rho: |
0.55 |
Quote data
| Open: |
0.450 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+145.00% |
| 3 Months |
|
|
+11.36% |
| YTD |
|
|
+145.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.320 |
| 1M High / 1M Low: |
0.490 |
0.200 |
| 6M High / 6M Low: |
0.730 |
0.180 |
| High (YTD): |
24/01/2025 |
0.490 |
| Low (YTD): |
03/01/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.10% |
| Volatility 6M: |
|
180.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |