BNP Paribas Put 600 LONN 21.03.2025
/ DE000PC7Z440
BNP Paribas Put 600 LONN 21.03.20.../ DE000PC7Z440 /
| 2024-11-12 9:44:18 AM |
Chg.+0.020 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+2.99% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
600.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC7Z44 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.32 |
| Parity: |
0.50 |
| Time value: |
0.20 |
| Break-even: |
569.34 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.61 |
| Theta: |
-0.13 |
| Omega: |
-5.14 |
| Rho: |
-1.52 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-28.87% |
| 3 Months |
|
|
-13.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.670 |
| 1M High / 1M Low: |
0.920 |
0.670 |
| 6M High / 6M Low: |
1.410 |
0.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.962 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.62% |
| Volatility 6M: |
|
117.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
