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BNP Paribas Put 400 LONN 20.06.20.../  DE000PC1LYL0  /

EUWAX
2025-01-15  9:18:19 AM Chg.+0.011 Bid3:54:55 PM Ask3:54:55 PM Underlying Strike price Expiration date Option type
0.058EUR +23.40% 0.047
Bid Size: 83,000		 0.081
Ask Size: 83,000		 LONZA N 400.00 CHF 2025-06-20 Put
 

Master data

WKN: PC1LYL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Put
Strike price: 400.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -71.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.30
Parity: -1.57
Time value: 0.08
Break-even: 417.24
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 50.00%
Delta: -0.09
Theta: -0.08
Omega: -6.80
Rho: -0.27
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.46%
1 Month  
+28.89%
3 Months
  -35.56%
YTD  
+11.54%
1 Year
  -92.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.040
1M High / 1M Low: 0.063 0.040
6M High / 6M Low: 0.180 0.040
High (YTD): 2025-01-03 0.053
Low (YTD): 2025-01-09 0.040
52W High: 2024-01-18 0.760
52W Low: 2025-01-09 0.040
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.205
Avg. volume 1Y:   0.000
Volatility 1M:   212.64%
Volatility 6M:   193.70%
Volatility 1Y:   157.60%
Volatility 3Y:   -