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

EUWAX
09/07/2024  10:42:43 Chg.+0.06 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
2.00EUR +3.09% -
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: 4.92
Leverage: Yes

Calculated values

Fair value: 2.27
Intrinsic value: 1.71
Implied volatility: -
Historic volatility: 0.19
Parity: 1.71
Time value: 0.31
Break-even: 102.55
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.01
High: 2.01
Low: 2.00
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.71%
1 Month  
+10.50%
3 Months  
+78.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.98 1.87
1M High / 1M Low: 1.98 1.69
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -