BNP Paribas Call 90 NOVN 20.06.2025
/ DE000PC1JHB0
BNP Paribas Call 90 NOVN 20.06.20.../ DE000PC1JHB0 /
| 8/2/2024 10:08:12 AM |
Chg.-0.06 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-5.17% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC1JHB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.49 |
| Time value: |
0.71 |
| Break-even: |
107.54 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.84% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
5.84 |
| Rho: |
0.51 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.84% |
| 1 Month |
|
|
+7.84% |
| 3 Months |
|
|
+80.33% |
| YTD |
|
|
+175.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.09 |
| 1M High / 1M Low: |
1.33 |
0.90 |
| 6M High / 6M Low: |
1.33 |
0.41 |
| High (YTD): |
7/15/2024 |
1.33 |
| Low (YTD): |
4/19/2024 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.64% |
| Volatility 6M: |
|
139.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
