BNP Paribas Call 95 NOVN 20.09.2024
/ DE000PC25B90
BNP Paribas Call 95 NOVN 20.09.20.../ DE000PC25B90 /
| 8/2/2024 9:57:52 AM |
Chg.-0.110 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-21.57% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
95.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PC25B9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.07 |
| Time value: |
0.36 |
| Break-even: |
105.03 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
14.23 |
| Rho: |
0.06 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+8.11% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.400 |
| 1M High / 1M Low: |
0.710 |
0.260 |
| 6M High / 6M Low: |
0.710 |
0.084 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.447 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.78% |
| Volatility 6M: |
|
304.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
