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BNP Paribas Call 90 NOVN 20.06.20.../  DE000PC1JHB0  /

EUWAX
2024-12-20  9:04:24 AM Chg.-0.040 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.260EUR -13.33% -
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: 33.24
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.18
Parity: -0.35
Time value: 0.28
Break-even: 99.43
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.43
Theta: -0.01
Omega: 14.23
Rho: 0.18
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -55.93%
3 Months
  -77.59%
YTD
  -35.00%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.650 0.260
6M High / 6M Low: 1.510 0.260
High (YTD): 2024-09-02 1.510
Low (YTD): 2024-12-20 0.260
52W High: 2024-09-02 1.510
52W Low: 2024-12-20 0.260
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.973
Avg. volume 6M:   0.000
Avg. price 1Y:   0.822
Avg. volume 1Y:   0.000
Volatility 1M:   169.36%
Volatility 6M:   118.62%
Volatility 1Y:   137.22%
Volatility 3Y:   -