BNP Paribas Call 620 LONN 20.12.2.../  DE000PC7Z4L1  /

EUWAX
11/8/2024  10:24:34 AM Chg.+0.008 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.025EUR +47.06% -
Bid Size: -
-
Ask Size: -
LONZA N 620.00 CHF 12/20/2024 Call
 

Master data

WKN: PC7Z4L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 620.00 CHF
Maturity: 12/20/2024
Issue date: 4/9/2024
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 72.07
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.29
Parity: -0.77
Time value: 0.08
Break-even: 668.72
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 2.35
Spread abs.: 0.05
Spread %: 189.29%
Delta: 0.20
Theta: -0.27
Omega: 14.40
Rho: 0.12
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -30.56%
3 Months
  -86.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.017
1M High / 1M Low: 0.071 0.017
6M High / 6M Low: 0.280 0.017
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   475.82%
Volatility 6M:   347.21%
Volatility 1Y:   -
Volatility 3Y:   -