BNP Paribas Call 90 NOVN 20.09.2024
/ DE000PZ1AZM1
BNP Paribas Call 90 NOVN 20.09.20.../ DE000PZ1AZM1 /
2024-05-03 4:21:06 PM |
Chg.-0.030 |
Bid5:19:45 PM |
Ask5:19:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-8.82% |
- Bid Size: - |
- Ask Size: - |
NOVARTIS N |
90.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
PZ1AZM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.19 |
Parity: |
-0.16 |
Time value: |
0.35 |
Break-even: |
95.65 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.51 |
Theta: |
-0.02 |
Omega: |
13.21 |
Rho: |
0.16 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.310 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.51% |
1 Month |
|
|
-6.06% |
3 Months |
|
|
-22.50% |
YTD |
|
|
+55.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.310 |
1M High / 1M Low: |
0.420 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-22 |
0.680 |
Low (YTD): |
2024-04-18 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.347 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.302 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |