BNP Paribas Call 110 NOVN 20.06.2.../  DE000PG4AA95  /

Frankfurt Zert./BNP
2025-01-13  3:47:07 PM Chg.-0.001 Bid4:12:00 PM Ask4:12:00 PM Underlying Strike price Expiration date Option type
0.027EUR -3.57% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 110.00 CHF 2025-06-20 Call
 

Master data

WKN: PG4AA9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 110.00 CHF
Maturity: 2025-06-20
Issue date: 2024-07-16
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 261.32
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -2.04
Time value: 0.04
Break-even: 117.50
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 37.04%
Delta: 0.07
Theta: -0.01
Omega: 19.57
Rho: 0.03
 

Quote data

Open: 0.026
High: 0.027
Low: 0.025
Previous Close: 0.028
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+58.82%
1 Month  
+58.82%
3 Months
  -85.79%
YTD  
+22.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.017
1M High / 1M Low: 0.031 0.016
6M High / 6M Low: - -
High (YTD): 2025-01-09 0.031
Low (YTD): 2025-01-06 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -