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BNP Paribas Call 520 LONN 20.12.2.../  DE000PN7C6P1  /

EUWAX
11/8/2024  10:22:03 AM Chg.+0.090 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.410EUR +28.13% -
Bid Size: -		 -
Ask Size: -		 LONZA N 520.00 CHF 12/20/2024 Call
 

Master data

WKN: PN7C6P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 520.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.97
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.30
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.30
Time value: 0.15
Break-even: 599.06
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.71
Theta: -0.32
Omega: 9.15
Rho: 0.41
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month  
+24.24%
3 Months
  -38.81%
YTD  
+811.11%
1 Year  
+754.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.320
1M High / 1M Low: 0.540 0.320
6M High / 6M Low: 0.870 0.240
High (YTD): 7/29/2024 0.870
Low (YTD): 1/8/2024 0.038
52W High: 7/29/2024 0.870
52W Low: 12/11/2023 0.025
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.456
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   59.761
Volatility 1M:   254.40%
Volatility 6M:   212.26%
Volatility 1Y:   210.31%
Volatility 3Y:   -