BNP Paribas Put 600 LONN 20.12.2024
/ DE000PC7Z408
BNP Paribas Put 600 LONN 20.12.20.../ DE000PC7Z408 /
| 9/3/2024 9:52:29 AM |
Chg.+0.010 |
Bid4:06:42 PM |
Ask4:06:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+1.45% |
0.730
Bid Size: 45,000 |
0.740
Ask Size: 45,000 |
LONZA N |
600.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PC7Z40 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.40 |
| Parity: |
0.56 |
| Time value: |
0.12 |
| Break-even: |
568.24 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
-0.66 |
| Theta: |
-0.11 |
| Omega: |
-5.67 |
| Rho: |
-1.34 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-43.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.640 |
| 1M High / 1M Low: |
0.870 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
