BNP Paribas Put 600 LONN 20.06.2025
/ DE000PC61NJ5
BNP Paribas Put 600 LONN 20.06.20.../ DE000PC61NJ5 /
2024-12-23 9:47:07 AM |
Chg.0.000 |
Bid9:51:39 AM |
Ask9:51:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
0.00% |
0.960 Bid Size: 36,000 |
0.970 Ask Size: 36,000 |
LONZA N |
600.00 CHF |
2025-06-20 |
Put |
Master data
WKN: |
PC61NJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LONZA N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 CHF |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-21 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.34 |
Historic volatility: |
0.33 |
Parity: |
0.75 |
Time value: |
0.21 |
Break-even: |
548.17 |
Moneyness: |
1.13 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.05% |
Delta: |
-0.64 |
Theta: |
-0.11 |
Omega: |
-3.77 |
Rho: |
-2.27 |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.960 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-3.03% |
3 Months |
|
|
-1.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.840 |
1M High / 1M Low: |
1.060 |
0.830 |
6M High / 6M Low: |
1.400 |
0.740 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.892 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.966 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.985 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.34% |
Volatility 6M: |
|
101.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |