BNP Paribas Call 520 LONN 21.03.2.../  DE000PC7Z4S6  /

Frankfurt Zert./BNP
1/9/2025  4:47:06 PM Chg.+0.050 Bid5:07:17 PM Ask5:07:17 PM Underlying Strike price Expiration date Option type
0.610EUR +8.93% -
Bid Size: -
-
Ask Size: -
LONZA N 520.00 CHF 3/21/2025 Call
 

Master data

WKN: PC7Z4S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 520.00 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: 10.36
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.37
Implied volatility: 0.33
Historic volatility: 0.33
Parity: 0.37
Time value: 0.20
Break-even: 610.04
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.71
Theta: -0.23
Omega: 7.38
Rho: 0.71
 

Quote data

Open: 0.600
High: 0.610
Low: 0.590
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+52.50%
1 Month  
+56.41%
3 Months  
+29.79%
YTD  
+48.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.400
1M High / 1M Low: 0.610 0.370
6M High / 6M Low: 1.000 0.340
High (YTD): 1/9/2025 0.610
Low (YTD): 1/3/2025 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.448
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.59%
Volatility 6M:   163.42%
Volatility 1Y:   -
Volatility 3Y:   -