BNP Paribas Put 450 LONN 20.06.20.../  DE000PC39YY7  /

Frankfurt Zert./BNP
1/10/2025  4:47:08 PM Chg.+0.010 Bid1/10/2025 Ask1/10/2025 Underlying Strike price Expiration date Option type
0.110EUR +10.00% -
Bid Size: -
-
Ask Size: -
LONZA N 450.00 CHF 6/20/2025 Put
 

Master data

WKN: PC39YY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Put
Strike price: 450.00 CHF
Maturity: 6/20/2025
Issue date: 1/31/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -53.75
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -1.12
Time value: 0.11
Break-even: 467.97
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.14
Theta: -0.09
Omega: -7.57
Rho: -0.42
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -35.29%
3 Months
  -56.00%
YTD
  -15.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: 0.330 0.100
High (YTD): 1/3/2025 0.140
Low (YTD): 1/9/2025 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.53%
Volatility 6M:   158.75%
Volatility 1Y:   -
Volatility 3Y:   -