BNP Paribas Call 90 NOVN 20.06.2025
/ DE000PC1JHB0
BNP Paribas Call 90 NOVN 20.06.20.../ DE000PC1JHB0 /
| 2024-07-09 10:41:39 AM |
Chg.+0.06 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC1JHB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.19 |
| Parity: |
0.68 |
| Time value: |
0.43 |
| Break-even: |
103.75 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
7.43 |
| Rho: |
0.68 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
+126.53% |
| YTD |
|
|
+177.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
1.02 |
| 1M High / 1M Low: |
1.11 |
0.83 |
| 6M High / 6M Low: |
1.11 |
0.41 |
| High (YTD): |
2024-07-05 |
1.11 |
| Low (YTD): |
2024-04-19 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.60% |
| Volatility 6M: |
|
142.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
