BNP Paribas Call 90 NOVN 20.09.2024
/ DE000PZ1AZM1
BNP Paribas Call 90 NOVN 20.09.20.../ DE000PZ1AZM1 /
| 5/22/2024 4:21:02 PM |
Chg.-0.040 |
Bid5:15:08 PM |
Ask5:15:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PZ1AZM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.33 |
| Time value: |
0.29 |
| Break-even: |
97.22 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
10.82 |
| Rho: |
0.20 |
Quote data
| Open: |
0.580 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+43.59% |
| YTD |
|
|
+180.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.600 |
0.300 |
| 6M High / 6M Low: |
0.680 |
0.200 |
| High (YTD): |
1/22/2024 |
0.680 |
| Low (YTD): |
4/18/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.80% |
| Volatility 6M: |
|
210.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
