BNP Paribas Call 100 NOVN 20.09.2024
/ DE000PC394F6
BNP Paribas Call 100 NOVN 20.09.2.../ DE000PC394F6 /
| 2024-05-03 10:05:02 AM |
Chg.-0.009 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-11.84% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
100.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PC394F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
138.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
-1.29 |
| Time value: |
0.07 |
| Break-even: |
103.31 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
18.18% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
19.45 |
| Rho: |
0.05 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.09% |
| 1 Month |
|
|
+39.58% |
| 3 Months |
|
|
-33.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.067 |
| 1M High / 1M Low: |
0.130 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
606.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
