BNP Paribas Call 75 NOVN 20.12.2024
/ DE000PC21F09
BNP Paribas Call 75 NOVN 20.12.20.../ DE000PC21F09 /
| 09/07/2024 16:21:14 |
Chg.-0.010 |
Bid17:18:40 |
Ask17:18:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
-0.42% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
75.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC21F0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
2.23 |
| Time value: |
0.17 |
| Break-even: |
101.21 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.31 |
Quote data
| Open: |
2.410 |
| High: |
2.440 |
| Low: |
2.370 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.87% |
| 1 Month |
|
|
+8.22% |
| 3 Months |
|
|
+72.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
2.260 |
| 1M High / 1M Low: |
2.380 |
1.990 |
| 6M High / 6M Low: |
2.380 |
1.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.48% |
| Volatility 6M: |
|
76.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
