BNP Paribas Call 80 NOVN 20.09.2024
/ DE000PZ1AZP4
BNP Paribas Call 80 NOVN 20.09.20.../ DE000PZ1AZP4 /
| 2024-06-14 9:53:25 AM |
Chg.-0.01 |
Bid3:16:55 PM |
Ask3:16:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-0.63% |
1.66
Bid Size: 51,000 |
1.68
Ask Size: 51,000 |
NOVARTIS N |
80.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1AZP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.40 |
| Time value: |
0.18 |
| Break-even: |
99.15 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
5.38 |
| Rho: |
0.19 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.63% |
| 1 Month |
|
|
+13.67% |
| 3 Months |
|
|
+69.89% |
| YTD |
|
|
+125.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.54 |
| 1M High / 1M Low: |
1.61 |
1.18 |
| 6M High / 6M Low: |
1.61 |
0.66 |
| High (YTD): |
2024-06-11 |
1.61 |
| Low (YTD): |
2024-04-19 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.88% |
| Volatility 6M: |
|
151.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
