BNP Paribas Call 400 LONN 19.12.2025
/ DE000PC39YV3
BNP Paribas Call 400 LONN 19.12.2.../ DE000PC39YV3 /
| 2024-11-08 4:21:02 PM |
Chg.+0.010 |
Bid5:12:08 PM |
Ask5:12:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+0.58% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
400.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39YV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.29 |
| Parity: |
1.58 |
| Time value: |
0.19 |
| Break-even: |
603.20 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
3.07 |
| Rho: |
4.07 |
Quote data
| Open: |
1.730 |
| High: |
1.760 |
| Low: |
1.700 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.47% |
| 3 Months |
|
|
-6.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.660 |
| 1M High / 1M Low: |
1.890 |
1.520 |
| 6M High / 6M Low: |
2.150 |
1.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.34% |
| Volatility 6M: |
|
74.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
