BNP Paribas Call 440 LONN 21.03.2025
/ DE000PG2NGZ7
BNP Paribas Call 440 LONN 21.03.2.../ DE000PG2NGZ7 /
| 10/01/2025 15:47:07 |
Chg.-0.090 |
Bid16:31:55 |
Ask16:31:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-6.77% |
1.250
Bid Size: 44,000 |
1.270
Ask Size: 44,000 |
LONZA N |
440.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PG2NGZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 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: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
1.23 |
| Time value: |
0.07 |
| Break-even: |
598.33 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.92 |
| Theta: |
-0.15 |
| Omega: |
4.17 |
| Rho: |
0.79 |
Quote data
| Open: |
1.260 |
| High: |
1.270 |
| Low: |
1.240 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.10% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
+20.39% |
| YTD |
|
|
+18.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.050 |
| 1M High / 1M Low: |
1.330 |
0.990 |
| 6M High / 6M Low: |
1.660 |
0.890 |
| High (YTD): |
09/01/2025 |
1.330 |
| Low (YTD): |
03/01/2025 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.72% |
| Volatility 6M: |
|
107.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |