BNP Paribas Call 450 LONN 19.12.2.../  DE000PC39YX9  /

EUWAX
1/24/2025  5:00:58 PM Chg.+0.05 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
1.64EUR +3.14% -
Bid Size: -
-
Ask Size: -
LONZA N 450.00 CHF 12/19/2025 Call
 

Master data

WKN: PC39YX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 450.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.44
Implied volatility: 0.28
Historic volatility: 0.30
Parity: 1.44
Time value: 0.22
Break-even: 639.25
Moneyness: 1.31
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.22%
Delta: 0.89
Theta: -0.08
Omega: 3.31
Rho: 3.44
 

Quote data

Open: 1.62
High: 1.64
Low: 1.60
Previous Close: 1.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.48%
1 Month  
+46.43%
3 Months  
+17.14%
YTD  
+40.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.64 1.38
1M High / 1M Low: 1.64 1.17
6M High / 6M Low: 1.71 1.02
High (YTD): 1/24/2025 1.64
Low (YTD): 1/15/2025 1.17
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.31
Avg. volume 6M:   117.74
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.69%
Volatility 6M:   95.48%
Volatility 1Y:   -
Volatility 3Y:   -