BNP Paribas Call 90 NOVN 19.12.2025
/ DE000PC394H2
BNP Paribas Call 90 NOVN 19.12.20.../ DE000PC394H2 /
| 8/2/2024 9:53:33 AM |
Chg.-0.11 |
Bid5:20:02 PM |
Ask5:20:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
PC394H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
0.49 |
| Time value: |
0.81 |
| Break-even: |
108.54 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
5.65 |
| Rho: |
0.84 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.04% |
| 1 Month |
|
|
+6.14% |
| 3 Months |
|
|
+61.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.12 |
| 1M High / 1M Low: |
1.45 |
1.01 |
| 6M High / 6M Low: |
1.45 |
0.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.34% |
| Volatility 6M: |
|
111.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
