BNP Paribas Call 80 NOVN 19.12.20.../  DE000PC394G4  /

Frankfurt Zert./BNP
06/09/2024  16:21:00 Chg.-0.010 Bid17:19:08 Ask17:19:08 Underlying Strike price Expiration date Option type
2.200EUR -0.45% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 80.00 CHF 19/12/2025 Call
 

Master data

WKN: PC394G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 80.00 CHF
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.84
Leverage: Yes

Calculated values

Fair value: 2.40
Intrinsic value: 1.91
Implied volatility: -
Historic volatility: 0.18
Parity: 1.91
Time value: 0.25
Break-even: 107.06
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.93%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.080
High: 2.200
Low: 2.080
Previous Close: 2.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.70%
1 Month  
+15.18%
3 Months  
+19.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.520 2.200
1M High / 1M Low: 2.520 1.910
6M High / 6M Low: 2.520 1.020
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.338
Avg. volume 1W:   0.000
Avg. price 1M:   2.246
Avg. volume 1M:   0.000
Avg. price 6M:   1.692
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.60%
Volatility 6M:   78.67%
Volatility 1Y:   -
Volatility 3Y:   -