BNP Paribas Put 650 LONN 20.12.2024
/ DE000PC7Z416
BNP Paribas Put 650 LONN 20.12.20.../ DE000PC7Z416 /
| 08/11/2024 10:24:34 |
Chg.-0.11 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-9.02% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
650.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PC7Z41 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
650.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
1.09 |
| Time value: |
0.01 |
| Break-even: |
582.58 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
-0.89 |
| Theta: |
-0.11 |
| Omega: |
-4.74 |
| Rho: |
-0.71 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.72% |
| 1 Month |
|
|
-18.98% |
| 3 Months |
|
|
+3.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.02 |
| 1M High / 1M Low: |
1.37 |
1.02 |
| 6M High / 6M Low: |
1.85 |
0.86 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.25% |
| Volatility 6M: |
|
113.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
