BNP Paribas Put 600 LONN 20.06.20.../  DE000PC61NJ5  /

Frankfurt Zert./BNP
2024-12-20  4:47:05 PM Chg.0.000 Bid5:19:53 PM Ask5:19:53 PM Underlying Strike price Expiration date Option type
0.960EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 0.990
High: 1.050
Low: 0.960
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.87%
1 Month
  -3.03%
3 Months
  -4.00%
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:   0.967
Avg. volume 1M:   0.000
Avg. price 6M:   0.985
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.53%
Volatility 6M:   101.47%
Volatility 1Y:   -
Volatility 3Y:   -