BNP Paribas Put 650 LONN 21.03.2025
/ DE000PC7Z457
BNP Paribas Put 650 LONN 21.03.20.../ DE000PC7Z457 /
| 24/01/2025 16:47:09 |
Chg.-0.060 |
Bid16:52:16 |
Ask16:52:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
650.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC7Z45 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
650.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
0.66 |
| Time value: |
0.08 |
| Break-even: |
609.59 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
-0.76 |
| Theta: |
-0.19 |
| Omega: |
-6.30 |
| Rho: |
-0.81 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.740 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.19% |
| 1 Month |
|
|
-42.64% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-40.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.740 |
| 1M High / 1M Low: |
1.260 |
0.740 |
| 6M High / 6M Low: |
1.510 |
0.740 |
| High (YTD): |
03/01/2025 |
1.260 |
| Low (YTD): |
24/01/2025 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.221 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.90% |
| Volatility 6M: |
|
94.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |