BNP Paribas Call 380 LONN 20.12.2024
/ DE000PN8TNZ8
BNP Paribas Call 380 LONN 20.12.2.../ DE000PN8TNZ8 /
| 2024-10-07 4:21:17 PM |
Chg.0.000 |
Bid5:19:31 PM |
Ask5:19:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
380.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN8TNZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
1.51 |
| Time value: |
0.09 |
| Break-even: |
563.41 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.92 |
| Theta: |
-0.18 |
| Omega: |
3.18 |
| Rho: |
0.71 |
Quote data
| Open: |
1.570 |
| High: |
1.610 |
| Low: |
1.540 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-9.60% |
| 3 Months |
|
|
+18.52% |
| YTD |
|
|
+400.00% |
| 1 Year |
|
|
+81.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.600 |
| 1M High / 1M Low: |
1.890 |
1.600 |
| 6M High / 6M Low: |
2.200 |
1.120 |
| High (YTD): |
2024-07-31 |
2.200 |
| Low (YTD): |
2024-01-05 |
0.280 |
| 52W High: |
2024-07-31 |
2.200 |
| 52W Low: |
2023-12-12 |
0.200 |
| Avg. price 1W: |
|
1.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.588 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.132 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
55.44% |
| Volatility 6M: |
|
84.91% |
| Volatility 1Y: |
|
140.50% |
| Volatility 3Y: |
|
- |
