BNP Paribas Put 450 LONN 21.03.20.../  DE000PC8HM08  /

EUWAX
2024-12-20  9:45:34 AM Chg.+0.013 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.069EUR +23.21% -
Bid Size: -
-
Ask Size: -
LONZA N 450.00 CHF 2025-03-21 Put
 

Master data

WKN: PC8HM0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Put
Strike price: 450.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-17
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -70.25
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -0.86
Time value: 0.08
Break-even: 475.03
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 26.56%
Delta: -0.15
Theta: -0.12
Omega: -10.20
Rho: -0.22
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.056
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.82%
1 Month
  -37.27%
3 Months
  -56.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.049
1M High / 1M Low: 0.110 0.041
6M High / 6M Low: 0.380 0.041
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.76%
Volatility 6M:   224.54%
Volatility 1Y:   -
Volatility 3Y:   -