BNP Paribas Call 600 LONN 20.06.2.../  DE000PC61NF3  /

EUWAX
1/24/2025  9:09:42 AM Chg.+0.010 Bid10:05:01 PM Ask10:05:01 PM Underlying Strike price Expiration date Option type
0.390EUR +2.63% -
Bid Size: -
-
Ask Size: -
LONZA N 600.00 CHF 6/20/2025 Call
 

Master data

WKN: PC61NF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 6/20/2025
Issue date: 3/21/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.06
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.30
Parity: -0.13
Time value: 0.41
Break-even: 672.00
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.51
Theta: -0.17
Omega: 7.72
Rho: 1.10
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.57%
1 Month  
+143.75%
3 Months  
+11.43%
YTD  
+116.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.270
1M High / 1M Low: 0.390 0.180
6M High / 6M Low: 0.600 0.150
High (YTD): 1/24/2025 0.390
Low (YTD): 1/15/2025 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.17%
Volatility 6M:   208.39%
Volatility 1Y:   -
Volatility 3Y:   -