BNP Paribas Call 85 NOVN 20.09.2024
/ DE000PZ1AZN9
BNP Paribas Call 85 NOVN 20.09.20.../ DE000PZ1AZN9 /
| 16/08/2024 09:20:57 |
Chg.+0.030 |
Bid09:56:35 |
Ask09:56:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+2.01% |
1.550
Bid Size: 48,000 |
1.570
Ask Size: 48,000 |
NOVARTIS N |
85.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PZ1AZN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
1.39 |
| Time value: |
0.12 |
| Break-even: |
103.89 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
5.99 |
| Rho: |
0.07 |
Quote data
| Open: |
1.520 |
| High: |
1.520 |
| Low: |
1.520 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.83% |
| 1 Month |
|
|
+2.01% |
| 3 Months |
|
|
+65.22% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.260 |
| 1M High / 1M Low: |
1.520 |
0.970 |
| 6M High / 6M Low: |
1.640 |
0.410 |
| High (YTD): |
12/07/2024 |
1.640 |
| Low (YTD): |
18/04/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.24% |
| Volatility 6M: |
|
150.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
