BNP Paribas Call 80 NOVN 19.12.20.../  DE000PC394G4  /

Frankfurt Zert./BNP
2024-05-24  4:21:05 PM Chg.-0.120 Bid5:19:49 PM Ask5:19:49 PM Underlying Strike price Expiration date Option type
1.490EUR -7.45% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 80.00 CHF 2025-12-19 Call
 

Master data

WKN: PC394G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 80.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.00
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.12
Implied volatility: -
Historic volatility: 0.19
Parity: 1.12
Time value: 0.41
Break-even: 95.93
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 2.68%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.490
High: 1.490
Low: 1.470
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.70%
1 Month  
+7.97%
3 Months  
+4.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.490
1M High / 1M Low: 1.680 1.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.600
Avg. volume 1W:   0.000
Avg. price 1M:   1.496
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -