BNP Paribas Call 600 LONN 20.12.2.../  DE000PN7C6S5  /

EUWAX
08/11/2024  10:22:03 Chg.+0.016 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.049EUR +48.48% -
Bid Size: -
-
Ask Size: -
LONZA N 600.00 CHF 20/12/2024 Call
 

Master data

WKN: PN7C6S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 72.07
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.29
Parity: -0.56
Time value: 0.08
Break-even: 647.41
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.51
Spread abs.: 0.03
Spread %: 47.27%
Delta: 0.23
Theta: -0.25
Omega: 16.53
Rho: 0.14
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month
  -16.95%
3 Months
  -79.58%
YTD  
+226.67%
1 Year  
+145.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.033
1M High / 1M Low: 0.120 0.033
6M High / 6M Low: 0.370 0.033
High (YTD): 29/07/2024 0.370
Low (YTD): 08/01/2024 0.014
52W High: 29/07/2024 0.370
52W Low: 11/12/2023 0.008
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   447.48%
Volatility 6M:   336.01%
Volatility 1Y:   287.44%
Volatility 3Y:   -