BNP Paribas Put 80 NOVN 20.12.2024
/ DE000PZ1AZX8
BNP Paribas Put 80 NOVN 20.12.202.../ DE000PZ1AZX8 /
| 06/09/2024 09:33:30 |
Chg.- |
Bid09:18:27 |
Ask09:18:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
- |
0.033
Bid Size: 100,000 |
0.043
Ask Size: 100,000 |
NOVARTIS N |
80.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PZ1AZX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-232.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.91 |
| Time value: |
0.05 |
| Break-even: |
85.01 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
28.57% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-14.85 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-32.76% |
| 3 Months |
|
|
-46.58% |
| YTD |
|
|
-91.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.022 |
| 1M High / 1M Low: |
0.058 |
0.022 |
| 6M High / 6M Low: |
0.320 |
0.022 |
| High (YTD): |
03/01/2024 |
0.340 |
| Low (YTD): |
04/09/2024 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.61% |
| Volatility 6M: |
|
194.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
