BNP Paribas Call 540 LONN 21.03.2.../  DE000PG2NGW4  /

Frankfurt Zert./BNP
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:   -