BNP Paribas Put 550 LONN 20.06.2025
/ DE000PC6N1S7
BNP Paribas Put 550 LONN 20.06.20.../ DE000PC6N1S7 /
| 2025-01-15 9:52:47 AM |
Chg.+0.070 |
Bid3:34:30 PM |
Ask3:34:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+14.29% |
0.500
Bid Size: 32,000 |
0.510
Ask Size: 32,000 |
LONZA N |
550.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC6N1S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.02 |
| Time value: |
0.53 |
| Break-even: |
529.85 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
-0.44 |
| Theta: |
-0.16 |
| Omega: |
-4.63 |
| Rho: |
-1.32 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+9.80% |
| 3 Months |
|
|
-5.08% |
| YTD |
|
|
+5.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.420 |
| 1M High / 1M Low: |
0.610 |
0.420 |
| 6M High / 6M Low: |
0.840 |
0.420 |
| High (YTD): |
2025-01-03 |
0.550 |
| Low (YTD): |
2025-01-09 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.21% |
| Volatility 6M: |
|
132.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
