BNP Paribas Call 440 LONN 21.03.2025
/ DE000PG2NGZ7
BNP Paribas Call 440 LONN 21.03.2.../ DE000PG2NGZ7 /
| 1/24/2025 9:24:46 AM |
Chg.+0.03 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+1.97% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
440.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PG2NGZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
1.52 |
| Time value: |
0.04 |
| Break-even: |
621.56 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
0.96 |
| Theta: |
-0.12 |
| Omega: |
3.79 |
| Rho: |
0.67 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.02% |
| 1 Month |
|
|
+51.96% |
| 3 Months |
|
|
+15.67% |
| YTD |
|
|
+46.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.26 |
| 1M High / 1M Low: |
1.55 |
1.04 |
| 6M High / 6M Low: |
1.63 |
0.90 |
| High (YTD): |
1/24/2025 |
1.55 |
| Low (YTD): |
1/15/2025 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.21% |
| Volatility 6M: |
|
114.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |