BNP Paribas Call 75 NVSEF 21.06.2024
/ DE000PE1T9M8
BNP Paribas Call 75 NVSEF 21.06.2.../ DE000PE1T9M8 /
| 2024-05-03 4:21:17 PM |
Chg.-0.070 |
Bid5:02:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-3.40% |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
75.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE1T9M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.19 |
| Parity: |
1.48 |
| Time value: |
0.51 |
| Break-even: |
94.90 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.77 |
| Theta: |
-0.10 |
| Omega: |
3.46 |
| Rho: |
0.06 |
Quote data
| Open: |
2.050 |
| High: |
2.060 |
| Low: |
1.990 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.13% |
| 1 Month |
|
|
+5.29% |
| 3 Months |
|
|
-10.36% |
| YTD |
|
|
+21.34% |
| 1 Year |
|
|
-2.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.990 |
| 1M High / 1M Low: |
2.170 |
1.600 |
| 6M High / 6M Low: |
2.650 |
1.500 |
| High (YTD): |
2024-01-22 |
2.650 |
| Low (YTD): |
2024-04-18 |
1.600 |
| 52W High: |
2024-01-22 |
2.650 |
| 52W Low: |
2023-07-07 |
1.220 |
| Avg. price 1W: |
|
2.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.952 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.852 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
90.81% |
| Volatility 6M: |
|
79.52% |
| Volatility 1Y: |
|
81.08% |
| Volatility 3Y: |
|
- |
