BNP Paribas Call 600 LONN 19.12.2.../  DE000PC6N1Q1  /

EUWAX
2024-10-07  10:07:52 AM Chg.-0.030 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.410EUR -6.82% -
Bid Size: -
-
Ask Size: -
LONZA N 600.00 CHF 2025-12-19 Call
 

Master data

WKN: PC6N1Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.60
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.37
Parity: -0.82
Time value: 0.44
Break-even: 680.96
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.43
Theta: -0.09
Omega: 5.39
Rho: 2.32
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.77%
1 Month
  -16.33%
3 Months
  -2.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.420
1M High / 1M Low: 0.610 0.420
6M High / 6M Low: 0.790 0.320
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.508
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.09%
Volatility 6M:   126.59%
Volatility 1Y:   -
Volatility 3Y:   -