BNP Paribas Call 350 LONN 20.12.2024
/ DE000PZ086G9
BNP Paribas Call 350 LONN 20.12.2.../ DE000PZ086G9 /
| 26/07/2024 09:49:56 |
Chg.+0.10 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+4.50% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
350.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PZ086G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
2.37 |
| Time value: |
0.08 |
| Break-even: |
609.84 |
| Moneyness: |
1.65 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.97 |
| Theta: |
-0.08 |
| Omega: |
2.38 |
| Rho: |
1.35 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.92% |
| 1 Month |
|
|
+53.64% |
| 3 Months |
|
|
+28.89% |
| YTD |
|
|
+404.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.72 |
| 1M High / 1M Low: |
2.32 |
1.48 |
| 6M High / 6M Low: |
2.32 |
0.99 |
| High (YTD): |
26/07/2024 |
2.32 |
| Low (YTD): |
08/01/2024 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.24% |
| Volatility 6M: |
|
79.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
