BNP Paribas Call 70 NVSEF 20.06.2025
/ DE000PC1JG92
BNP Paribas Call 70 NVSEF 20.06.2.../ DE000PC1JG92 /
| 23/07/2024 16:21:00 |
Chg.-0.020 |
Bid17:19:17 |
Ask17:19:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
-0.72% |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
70.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
PC1JG9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
3.07 |
| Time value: |
-0.27 |
| Break-even: |
98.00 |
| Moneyness: |
1.44 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.820 |
| High: |
2.860 |
| Low: |
2.750 |
| Previous Close: |
2.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.79% |
| 3 Months |
|
|
+35.47% |
| YTD |
|
|
+65.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.220 |
2.610 |
| 6M High / 6M Low: |
3.220 |
1.710 |
| High (YTD): |
12/07/2024 |
3.220 |
| Low (YTD): |
18/04/2024 |
1.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.921 |
| Avg. volume 1M: |
|
133.333 |
| Avg. price 6M: |
|
2.300 |
| Avg. volume 6M: |
|
34.188 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.55% |
| Volatility 6M: |
|
62.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
