BNP Paribas Call 100 NOVN 19.12.2025
/ DE000PC394J8
BNP Paribas Call 100 NOVN 19.12.2.../ DE000PC394J8 /
| 15/11/2024 09:48:08 |
Chg.-0.010 |
Bid13:42:23 |
Ask13:42:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
0.290
Bid Size: 75,000 |
0.300
Ask Size: 75,000 |
NOVARTIS N |
100.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC394J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.17 |
| Parity: |
-0.86 |
| Time value: |
0.34 |
| Break-even: |
110.06 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
11.08 |
| Rho: |
0.37 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.44% |
| 1 Month |
|
|
-61.84% |
| 3 Months |
|
|
-57.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.290 |
| 1M High / 1M Low: |
0.760 |
0.290 |
| 6M High / 6M Low: |
0.890 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.603 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.45% |
| Volatility 6M: |
|
113.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
