BNP Paribas Call 580 LONN 21.03.2.../  DE000PC7Z4Q0  /

Frankfurt Zert./BNP
24/01/2025  16:47:06 Chg.+0.030 Bid17:19:46 Ask17:19:46 Underlying Strike price Expiration date Option type
0.360EUR +9.09% -
Bid Size: -
-
Ask Size: -
LONZA N 580.00 CHF 21/03/2025 Call
 

Master data

WKN: PC7Z4Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 580.00 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: 16.69
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.08
Implied volatility: 0.33
Historic volatility: 0.30
Parity: 0.08
Time value: 0.29
Break-even: 646.97
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.58
Theta: -0.31
Omega: 9.62
Rho: 0.48
 

Quote data

Open: 0.330
High: 0.360
Low: 0.330
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+89.47%
1 Month  
+176.92%
3 Months  
+5.88%
YTD  
+176.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.230
1M High / 1M Low: 0.360 0.130
6M High / 6M Low: 0.610 0.120
High (YTD): 24/01/2025 0.360
Low (YTD): 03/01/2025 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.281
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.07%
Volatility 6M:   194.31%
Volatility 1Y:   -
Volatility 3Y:   -