BNP Paribas Call 90 NOVN 20.09.2024
/ DE000PZ1AZM1
BNP Paribas Call 90 NOVN 20.09.20.../ DE000PZ1AZM1 /
| 2024-06-14 9:53:25 AM |
Chg.-0.020 |
Bid10:19:19 AM |
Ask10:19:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-2.94% |
0.660
Bid Size: 42,000 |
0.670
Ask Size: 42,000 |
NOVARTIS N |
90.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1AZM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
14.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.36 |
| Time value: |
0.30 |
| Break-even: |
100.37 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
10.20 |
| Rho: |
0.16 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+112.90% |
| YTD |
|
|
+214.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.630 |
| 1M High / 1M Low: |
0.700 |
0.390 |
| 6M High / 6M Low: |
0.700 |
0.190 |
| High (YTD): |
2024-06-11 |
0.700 |
| Low (YTD): |
2024-04-19 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.12% |
| Volatility 6M: |
|
260.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
