BNP Paribas Call 600 LONN 21.03.2.../  DE000PC7Z4P2  /

EUWAX
2024-12-20  9:45:32 AM Chg.-0.022 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.068EUR -24.44% -
Bid Size: -
-
Ask Size: -
LONZA N 600.00 CHF 2025-03-21 Call
 

Master data

WKN: PC7Z4P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 60.53
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.33
Parity: -0.75
Time value: 0.09
Break-even: 653.57
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 11.90%
Delta: 0.22
Theta: -0.14
Omega: 13.34
Rho: 0.29
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.18%
1 Month
  -43.33%
3 Months
  -62.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.068
1M High / 1M Low: 0.160 0.068
6M High / 6M Low: 0.500 0.068
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   405.12%
Volatility 6M:   274.46%
Volatility 1Y:   -
Volatility 3Y:   -