BNP Paribas Put 80 NOVN 20.12.2024
/ DE000PZ1AZX8
BNP Paribas Put 80 NOVN 20.12.202.../ DE000PZ1AZX8 /
| 09/07/2024 10:42:40 |
Chg.-0.008 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-14.04% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-163.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.71 |
| Time value: |
0.06 |
| Break-even: |
81.74 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-13.26 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.049 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.04% |
| 1 Month |
|
|
-32.88% |
| 3 Months |
|
|
-79.58% |
| YTD |
|
|
-89.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.050 |
| 1M High / 1M Low: |
0.085 |
0.050 |
| 6M High / 6M Low: |
0.330 |
0.050 |
| High (YTD): |
03/01/2024 |
0.340 |
| Low (YTD): |
05/07/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.79% |
| Volatility 6M: |
|
151.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
