BNP Paribas Put 600 LONN 21.03.2025
/ DE000PC7Z440
BNP Paribas Put 600 LONN 21.03.20.../ DE000PC7Z440 /
| 1/10/2025 9:48:05 AM |
Chg.+0.040 |
Bid12:51:23 PM |
Ask12:51:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+6.90% |
0.630
Bid Size: 47,000 |
0.640
Ask Size: 47,000 |
LONZA N |
600.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC7Z44 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 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: |
-9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.33 |
| Parity: |
0.47 |
| Time value: |
0.15 |
| Break-even: |
576.63 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.66 |
| Theta: |
-0.19 |
| Omega: |
-6.30 |
| Rho: |
-0.87 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.51% |
| 1 Month |
|
|
-31.87% |
| 3 Months |
|
|
-36.73% |
| YTD |
|
|
-18.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.580 |
| 1M High / 1M Low: |
0.940 |
0.580 |
| 6M High / 6M Low: |
1.130 |
0.580 |
| High (YTD): |
1/3/2025 |
0.780 |
| Low (YTD): |
1/9/2025 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.840 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.29% |
| Volatility 6M: |
|
133.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |