BNP Paribas Call 500 LONN 21.03.2.../  DE000PC7Z4T4  /

EUWAX
1/24/2025  10:06:39 AM Chg.+0.030 Bid8:00:01 PM Ask8:00:01 PM Underlying Strike price Expiration date Option type
0.960EUR +3.23% -
Bid Size: -
-
Ask Size: -
LONZA N 500.00 CHF 3/21/2025 Call
 

Master data

WKN: PC7Z4T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.11
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.92
Implied volatility: 0.41
Historic volatility: 0.30
Parity: 0.92
Time value: 0.09
Break-even: 626.84
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.02%
Delta: 0.87
Theta: -0.22
Omega: 5.30
Rho: 0.66
 

Quote data

Open: 0.950
High: 0.960
Low: 0.950
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.13%
1 Month  
+88.24%
3 Months  
+17.07%
YTD  
+74.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.960 0.720
1M High / 1M Low: 0.960 0.530
6M High / 6M Low: 1.130 0.450
High (YTD): 1/24/2025 0.960
Low (YTD): 1/15/2025 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   0.690
Avg. volume 1M:   0.000
Avg. price 6M:   0.721
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.83%
Volatility 6M:   161.11%
Volatility 1Y:   -
Volatility 3Y:   -