BNP Paribas Call 700 LONN 19.12.2.../  DE000PC7Z4W8  /

Frankfurt Zert./BNP
7/26/2024  4:21:17 PM Chg.+0.070 Bid5:02:09 PM Ask5:02:09 PM Underlying Strike price Expiration date Option type
0.430EUR +19.44% -
Bid Size: -
-
Ask Size: -
LONZA N 700.00 CHF 12/19/2025 Call
 

Master data

WKN: PC7Z4W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 700.00 CHF
Maturity: 12/19/2025
Issue date: 4/9/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.68
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.40
Parity: -1.28
Time value: 0.44
Break-even: 773.68
Moneyness: 0.83
Premium: 0.29
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.39
Theta: -0.09
Omega: 5.30
Rho: 2.64
 

Quote data

Open: 0.380
High: 0.430
Low: 0.380
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+104.76%
1 Month  
+138.89%
3 Months  
+38.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.210
1M High / 1M Low: 0.430 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -