BNP Paribas Call 550 LONN 19.12.2.../  DE000PC6N1R9  /

EUWAX
1/24/2025  10:05:12 AM Chg.+0.020 Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
0.900EUR +2.27% -
Bid Size: -
-
Ask Size: -
LONZA N 550.00 CHF 12/19/2025 Call
 

Master data

WKN: PC6N1R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 12/19/2025
Issue date: 3/14/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.64
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.39
Implied volatility: 0.28
Historic volatility: 0.30
Parity: 0.39
Time value: 0.54
Break-even: 671.42
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.68
Theta: -0.11
Omega: 4.52
Rho: 2.95
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.43%
1 Month  
+73.08%
3 Months  
+20.00%
YTD  
+63.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.900 0.720
1M High / 1M Low: 0.900 0.550
6M High / 6M Low: 1.050 0.480
High (YTD): 1/24/2025 0.900
Low (YTD): 1/3/2025 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   0.695
Avg. volume 6M:   40.323
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.25%
Volatility 6M:   124.01%
Volatility 1Y:   -
Volatility 3Y:   -