BNP Paribas Call 80 NOVN 20.12.2024
/ DE000PZ1AZS8
BNP Paribas Call 80 NOVN 20.12.20.../ DE000PZ1AZS8 /
| 17/07/2024 10:23:15 |
Chg.-0.09 |
Bid13:27:06 |
Ask13:27:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
-4.43% |
2.01
Bid Size: 51,000 |
2.03
Ask Size: 51,000 |
NOVARTIS N |
80.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1AZS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
1.87 |
| Time value: |
0.18 |
| Break-even: |
102.69 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.58 |
| Rho: |
0.31 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.94 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.51% |
| 1 Month |
|
|
+21.25% |
| 3 Months |
|
|
+128.24% |
| YTD |
|
|
+148.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.95 |
| 1M High / 1M Low: |
2.20 |
1.53 |
| 6M High / 6M Low: |
2.20 |
0.80 |
| High (YTD): |
15/07/2024 |
2.20 |
| Low (YTD): |
19/04/2024 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.00% |
| Volatility 6M: |
|
119.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
