BNP Paribas Call 420 LONN 19.12.2025
/ DE000PC39YW1
BNP Paribas Call 420 LONN 19.12.2.../ DE000PC39YW1 /
| 10/7/2024 4:20:55 PM |
Chg.+0.010 |
Bid5:19:31 PM |
Ask5:19:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+0.70% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
420.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
PC39YW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.37 |
| Parity: |
1.09 |
| Time value: |
0.33 |
| Break-even: |
587.87 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
3.29 |
| Rho: |
3.90 |
Quote data
| Open: |
1.390 |
| High: |
1.440 |
| Low: |
1.370 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.67% |
| 1 Month |
|
|
-9.49% |
| 3 Months |
|
|
+12.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.420 |
| 1M High / 1M Low: |
1.680 |
1.420 |
| 6M High / 6M Low: |
1.980 |
1.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.48% |
| Volatility 6M: |
|
77.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
