BNP Paribas Call 600 LONN 20.12.2024
/ DE000PN7C6S5
BNP Paribas Call 600 LONN 20.12.2.../ DE000PN7C6S5 /
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: |
|
- |