BNP Paribas Put 90 NOVN 20.09.2024
/ DE000PZ1AZW0
BNP Paribas Put 90 NOVN 20.09.202.../ DE000PZ1AZW0 /
| 2024-05-06 4:20:57 PM |
Chg.-0.010 |
Bid4:40:00 PM |
Ask4:40:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-2.22% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PZ1AZW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-19.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.25 |
| Time value: |
0.22 |
| Break-even: |
87.70 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-10.00 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.420 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
-24.14% |
| YTD |
|
|
-56.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.390 |
| 1M High / 1M Low: |
0.720 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-12 |
0.730 |
| Low (YTD): |
2024-04-25 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.417 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
