BNP Paribas Call 620 LONN 19.09.2025
/ DE000PG817W7
BNP Paribas Call 620 LONN 19.09.2.../ DE000PG817W7 /
| 1/10/2025 9:47:14 AM |
Chg.-0.020 |
Bid12:08:01 PM |
Ask12:08:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.300
Bid Size: 27,000 |
0.310
Ask Size: 27,000 |
LONZA N |
620.00 CHF |
9/19/2025 |
Call |
Master data
| WKN: |
PG817W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
10/3/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.33 |
| Parity: |
-0.69 |
| Time value: |
0.32 |
| Break-even: |
691.92 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.39 |
| Theta: |
-0.12 |
| Omega: |
7.15 |
| Rho: |
1.36 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
+36.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.220 |
| 1M High / 1M Low: |
0.320 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.320 |
| Low (YTD): |
1/3/2025 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |