BNP Paribas Put 550 LONN 20.12.2024
/ DE000PN7C6V9
BNP Paribas Put 550 LONN 20.12.20.../ DE000PN7C6V9 /
| 07/10/2024 10:07:21 |
Chg.+0.030 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
-
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: |
-11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.37 |
| Parity: |
0.29 |
| Time value: |
0.18 |
| Break-even: |
536.88 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.59 |
| Theta: |
-0.18 |
| Omega: |
-7.00 |
| Rho: |
-0.76 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.470 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.29% |
| 1 Month |
|
|
+6.82% |
| 3 Months |
|
|
-30.88% |
| YTD |
|
|
-78.14% |
| 1 Year |
|
|
-66.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.350 |
| 1M High / 1M Low: |
0.470 |
0.310 |
| 6M High / 6M Low: |
0.920 |
0.280 |
| High (YTD): |
08/01/2024 |
2.280 |
| Low (YTD): |
29/07/2024 |
0.280 |
| 52W High: |
31/10/2023 |
2.500 |
| 52W Low: |
29/07/2024 |
0.280 |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.575 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.133 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
231.11% |
| Volatility 6M: |
|
168.25% |
| Volatility 1Y: |
|
132.05% |
| Volatility 3Y: |
|
- |
