BNP Paribas Call 580 LONN 21.03.2.../  DE000PC7Z4Q0  /

EUWAX
1/24/2025  10:06:39 AM Chg.+0.020 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.350EUR +6.06% -
Bid Size: -
-
Ask Size: -
LONZA N 580.00 CHF 3/21/2025 Call
 

Master data

WKN: PC7Z4Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 580.00 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: 18.16
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.04
Implied volatility: 0.32
Historic volatility: 0.30
Parity: 0.04
Time value: 0.30
Break-even: 647.69
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.56
Theta: -0.30
Omega: 10.15
Rho: 0.48
 

Quote data

Open: 0.340
High: 0.350
Low: 0.340
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+84.21%
1 Month  
+191.67%
3 Months  
+2.94%
YTD  
+150.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.220
1M High / 1M Low: 0.350 0.130
6M High / 6M Low: 0.600 0.110
High (YTD): 1/24/2025 0.350
Low (YTD): 1/15/2025 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.281
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.00%
Volatility 6M:   259.72%
Volatility 1Y:   -
Volatility 3Y:   -