BNP Paribas Put 500 LONN 21.03.20.../  DE000PC7Z424  /

Frankfurt Zert./BNP
1/24/2025  4:47:07 PM Chg.-0.008 Bid4:52:16 PM Ask4:52:16 PM Underlying Strike price Expiration date Option type
0.047EUR -14.55% -
Bid Size: -
-
Ask Size: -
LONZA N 500.00 CHF 3/21/2025 Put
 

Master data

WKN: PC7Z42
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Put
Strike price: 500.00 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: -76.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.30
Parity: -0.89
Time value: 0.08
Break-even: 520.95
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.58
Spread abs.: 0.03
Spread %: 52.83%
Delta: -0.15
Theta: -0.20
Omega: -11.08
Rho: -0.15
 

Quote data

Open: 0.053
High: 0.053
Low: 0.047
Previous Close: 0.055
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -53.00%
1 Month
  -73.89%
3 Months
  -75.26%
YTD
  -72.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.055
1M High / 1M Low: 0.170 0.055
6M High / 6M Low: 0.420 0.055
High (YTD): 1/3/2025 0.160
Low (YTD): 1/23/2025 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.85%
Volatility 6M:   182.81%
Volatility 1Y:   -
Volatility 3Y:   -