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BNP Paribas Put 550 LONN 20.12.20.../  DE000PN7C6V9  /

EUWAX
08/11/2024  10:22:03 Chg.-0.070 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.250EUR -21.88% -
Bid Size: -		 -
Ask Size: -		 LONZA N 550.00 CHF 20/12/2024 Put
 

Master data

WKN: PN7C6V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Put
Strike price: 550.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -24.33
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.02
Implied volatility: 0.31
Historic volatility: 0.29
Parity: 0.02
Time value: 0.22
Break-even: 562.03
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 4.35%
Delta: -0.48
Theta: -0.27
Omega: -11.70
Rho: -0.34
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -46.81%
3 Months
  -34.21%
YTD
  -88.37%
1 Year
  -88.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.230
1M High / 1M Low: 0.470 0.230
6M High / 6M Low: 0.920 0.230
High (YTD): 08/01/2024 2.280
Low (YTD): 06/11/2024 0.230
52W High: 11/12/2023 2.440
52W Low: 06/11/2024 0.230
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   0.510
Avg. volume 6M:   0.000
Avg. price 1Y:   0.965
Avg. volume 1Y:   0.000
Volatility 1M:   267.87%
Volatility 6M:   199.02%
Volatility 1Y:   150.22%
Volatility 3Y:   -