BNP Paribas Put 650 LONN 21.03.2025
/ DE000PC7Z457
BNP Paribas Put 650 LONN 21.03.20.../ DE000PC7Z457 /
| 2025-01-15 4:47:06 PM |
Chg.-0.030 |
Bid5:16:50 PM |
Ask5:16:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-2.50% |
-
Bid Size: - |
-
Ask Size: - |
LONZA N |
650.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC7Z45 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
650.00 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: |
-4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.30 |
| Parity: |
1.08 |
| Time value: |
0.16 |
| Break-even: |
567.18 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
-0.73 |
| Theta: |
-0.29 |
| Omega: |
-3.45 |
| Rho: |
-0.98 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.150 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.43% |
| 1 Month |
|
|
-5.65% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
-6.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.000 |
| 1M High / 1M Low: |
1.330 |
1.000 |
| 6M High / 6M Low: |
1.530 |
0.950 |
| High (YTD): |
2025-01-03 |
1.260 |
| Low (YTD): |
2025-01-09 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.77% |
| Volatility 6M: |
|
98.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
