BNP Paribas Call 540 LONN 20.12.2024
/ DE000PC5CJX6
BNP Paribas Call 540 LONN 20.12.2.../ DE000PC5CJX6 /
| 26/07/2024 10:11:51 |
Chg.+0.080 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
540.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC5CJX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.40 |
| Parity: |
0.39 |
| Time value: |
0.32 |
| Break-even: |
633.89 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.70 |
| Theta: |
-0.17 |
| Omega: |
5.94 |
| Rho: |
1.40 |
Quote data
| Open: |
0.600 |
| High: |
0.640 |
| Low: |
0.600 |
| Previous Close: |
0.560 |
| Turnover: |
5,400 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+137.04% |
| 1 Month |
|
|
+178.26% |
| 3 Months |
|
|
+42.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.270 |
| 1M High / 1M Low: |
0.640 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
1,800 |
| Avg. price 1M: |
|
0.316 |
| Avg. volume 1M: |
|
450 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
