BNP Paribas Call 450 LONN 19.09.2025
/ DE000PG4ZWV3
BNP Paribas Call 450 LONN 19.09.2.../ DE000PG4ZWV3 /
| 1/9/2025 4:47:06 PM |
Chg.+0.050 |
Bid9:20:09 AM |
Ask9:20:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+3.88% |
1.300
Bid Size: 39,000 |
1.320
Ask Size: 39,000 |
LONZA N |
450.00 CHF |
9/19/2025 |
Call |
Master data
| WKN: |
PG4ZWV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
7/26/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.33 |
| Parity: |
1.12 |
| Time value: |
0.18 |
| Break-even: |
608.60 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.88 |
| Theta: |
-0.08 |
| Omega: |
3.98 |
| Rho: |
2.68 |
Quote data
| Open: |
1.330 |
| High: |
1.340 |
| Low: |
1.320 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.94% |
| 1 Month |
|
|
+28.85% |
| 3 Months |
|
|
+24.07% |
| YTD |
|
|
+24.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.090 |
| 1M High / 1M Low: |
1.340 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.340 |
| Low (YTD): |
1/3/2025 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |