BNP Paribas Call 520 LONN 20.06.2025
/ DE000PC5CJZ1
BNP Paribas Call 520 LONN 20.06.2.../ DE000PC5CJZ1 /
| 1/10/2025 12:47:05 PM |
Chg.-0.050 |
Bid1:33:15 PM |
Ask1:33:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-7.04% |
0.670
Bid Size: 34,000 |
0.680
Ask Size: 34,000 |
LONZA N |
520.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC5CJZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.33 |
| Parity: |
0.38 |
| Time value: |
0.31 |
| Break-even: |
622.48 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.69 |
| Theta: |
-0.15 |
| Omega: |
5.95 |
| Rho: |
1.51 |
Quote data
| Open: |
0.660 |
| High: |
0.670 |
| Low: |
0.660 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
+34.69% |
| 3 Months |
|
|
+17.86% |
| YTD |
|
|
+29.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.510 |
| 1M High / 1M Low: |
0.710 |
0.480 |
| 6M High / 6M Low: |
1.080 |
0.430 |
| High (YTD): |
1/9/2025 |
0.710 |
| Low (YTD): |
1/3/2025 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.554 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.53% |
| Volatility 6M: |
|
137.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |