BNP Paribas Put 80 NOVN 20.09.2024
/ DE000PZ1AZV2
BNP Paribas Put 80 NOVN 20.09.202.../ DE000PZ1AZV2 /
| 2024-06-14 9:53:25 AM |
Chg.+0.001 |
Bid10:17:51 AM |
Ask10:17:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
+3.70% |
0.029
Bid Size: 100,000 |
0.039
Ask Size: 100,000 |
NOVARTIS N |
80.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PZ1AZV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-256.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.40 |
| Time value: |
0.04 |
| Break-even: |
82.97 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
35.71% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-18.33 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-34.88% |
| 3 Months |
|
|
-82.50% |
| YTD |
|
|
-92.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.027 |
| 1M High / 1M Low: |
0.050 |
0.027 |
| 6M High / 6M Low: |
0.390 |
0.027 |
| High (YTD): |
2024-01-03 |
0.260 |
| Low (YTD): |
2024-06-13 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.153 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.90% |
| Volatility 6M: |
|
185.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
