BNP Paribas Call 420 LONN 21.03.2025
/ DE000PG2NG05
BNP Paribas Call 420 LONN 21.03.2.../ DE000PG2NG05 /
| 11/8/2024 4:21:01 PM |
Chg.+0.010 |
Bid5:12:04 PM |
Ask5:12:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+0.70% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
420.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PG2NG0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
1.36 |
| Time value: |
0.11 |
| Break-even: |
594.51 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.91 |
| Theta: |
-0.11 |
| Omega: |
3.62 |
| Rho: |
1.40 |
Quote data
| Open: |
1.430 |
| High: |
1.460 |
| Low: |
1.390 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.350 |
| 1M High / 1M Low: |
1.590 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
