BNP Paribas Put 600 LONN 20.06.2025
/ DE000PC61NJ5
BNP Paribas Put 600 LONN 20.06.20.../ DE000PC61NJ5 /
| 1/10/2025 3:47:07 PM |
Chg.+0.060 |
Bid4:37:34 PM |
Ask4:37:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+8.33% |
0.770
Bid Size: 33,000 |
0.780
Ask Size: 33,000 |
LONZA N |
600.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
PC61NJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.33 |
| Parity: |
0.47 |
| Time value: |
0.29 |
| Break-even: |
562.63 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
-0.57 |
| Theta: |
-0.13 |
| Omega: |
-4.44 |
| Rho: |
-1.82 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.760 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-22.77% |
| 3 Months |
|
|
-29.09% |
| YTD |
|
|
-13.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.720 |
| 1M High / 1M Low: |
1.010 |
0.720 |
| 6M High / 6M Low: |
1.190 |
0.720 |
| High (YTD): |
1/3/2025 |
0.910 |
| Low (YTD): |
1/9/2025 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.946 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.52% |
| Volatility 6M: |
|
101.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |