BNP Paribas Call 540 LONN 21.03.2025
/ DE000PG2NGW4
BNP Paribas Call 540 LONN 21.03.2.../ DE000PG2NGW4 /
1/24/2025 4:47:08 PM |
Chg.+0.050 |
Bid5:11:51 PM |
Ask5:11:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+8.47% |
- Bid Size: - |
- Ask Size: - |
LONZA N |
540.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
PG2NGW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LONZA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
6/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.37 |
Historic volatility: |
0.30 |
Parity: |
0.50 |
Time value: |
0.16 |
Break-even: |
633.90 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
0.75 |
Theta: |
-0.28 |
Omega: |
7.05 |
Rho: |
0.60 |
Quote data
Open: |
0.600 |
High: |
0.640 |
Low: |
0.600 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+64.10% |
1 Month |
|
|
+128.57% |
3 Months |
|
|
+16.36% |
YTD |
|
|
+120.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.440 |
1M High / 1M Low: |
0.640 |
0.290 |
6M High / 6M Low: |
0.850 |
0.250 |
High (YTD): |
1/24/2025 |
0.640 |
Low (YTD): |
1/3/2025 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.408 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.468 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.35% |
Volatility 6M: |
|
164.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |