BNP Paribas Put 550 LONN 20.12.2024
/ DE000PN7C6V9
BNP Paribas Put 550 LONN 20.12.20.../ DE000PN7C6V9 /
| 7/29/2024 10:22:17 AM |
Chg.-0.040 |
Bid11:48:03 AM |
Ask11:48:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-12.50% |
0.290
Bid Size: 34,000 |
0.300
Ask Size: 34,000 |
LONZA N |
550.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PN7C6V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.40 |
| Parity: |
-0.28 |
| Time value: |
0.31 |
| Break-even: |
542.32 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.34 |
| Theta: |
-0.13 |
| Omega: |
-6.64 |
| Rho: |
-0.93 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.56% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-58.82% |
| YTD |
|
|
-86.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.320 |
| 1M High / 1M Low: |
0.820 |
0.320 |
| 6M High / 6M Low: |
1.450 |
0.320 |
| High (YTD): |
1/8/2024 |
2.280 |
| Low (YTD): |
7/26/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.838 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.88% |
| Volatility 6M: |
|
113.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
