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BNP Paribas Call 80 NOVN 20.06.20.../  DE000PC1JHA2  /

Frankfurt Zert./BNP
2024-12-20  4:47:06 PM Chg.-0.010 Bid5:16:56 PM Ask5:16:56 PM Underlying Strike price Expiration date Option type
0.890EUR -1.11% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 80.00 CHF 2025-06-20 Call
 

Master data

WKN: PC1JHA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 80.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.23
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.72
Implied volatility: 0.14
Historic volatility: 0.18
Parity: 0.72
Time value: 0.19
Break-even: 94.99
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.25%
Delta: 0.85
Theta: -0.01
Omega: 8.69
Rho: 0.35
 

Quote data

Open: 0.850
High: 0.890
Low: 0.820
Previous Close: 0.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.32%
1 Month
  -41.45%
3 Months
  -57.82%
YTD  
+2.30%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.890
1M High / 1M Low: 1.520 0.890
6M High / 6M Low: 2.490 0.890
High (YTD): 2024-09-02 2.490
Low (YTD): 2024-12-20 0.890
52W High: 2024-09-02 2.490
52W Low: 2023-12-27 0.850
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.203
Avg. volume 1M:   0.000
Avg. price 6M:   1.844
Avg. volume 6M:   0.000
Avg. price 1Y:   1.584
Avg. volume 1Y:   0.000
Volatility 1M:   96.48%
Volatility 6M:   85.32%
Volatility 1Y:   90.93%
Volatility 3Y:   -