BNP Paribas Call 350 LONN 20.06.2025
/ DE000PC1LYE5
BNP Paribas Call 350 LONN 20.06.2.../ DE000PC1LYE5 /
10/7/2024 9:14:41 AM |
Chg.-0.09 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.91EUR |
-4.50% |
- Bid Size: - |
- Ask Size: - |
LONZA N |
350.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
PC1LYE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LONZA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
1.83 |
Implied volatility: |
0.35 |
Historic volatility: |
0.37 |
Parity: |
1.83 |
Time value: |
0.13 |
Break-even: |
567.56 |
Moneyness: |
1.49 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.03% |
Delta: |
0.94 |
Theta: |
-0.07 |
Omega: |
2.67 |
Rho: |
2.29 |
Quote data
Open: |
1.91 |
High: |
1.91 |
Low: |
1.91 |
Previous Close: |
2.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.28% |
1 Month |
|
|
-5.91% |
3 Months |
|
|
+13.02% |
YTD |
|
|
+235.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.10 |
1.97 |
1M High / 1M Low: |
2.24 |
1.97 |
6M High / 6M Low: |
2.51 |
1.50 |
High (YTD): |
7/29/2024 |
2.51 |
Low (YTD): |
1/8/2024 |
0.50 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.02% |
Volatility 6M: |
|
68.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |