BNP Paribas Call 95 NOVN 20.12.2024
/ DE000PC25CA2
BNP Paribas Call 95 NOVN 20.12.20.../ DE000PC25CA2 /
| 11/15/2024 12:20:49 PM |
Chg.-0.026 |
Bid12:27:00 PM |
Ask12:27:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-23.64% |
0.084
Bid Size: 24,000 |
0.094
Ask Size: 24,000 |
NOVARTIS N |
95.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC25CA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.33 |
| Time value: |
0.13 |
| Break-even: |
102.63 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
24.79 |
| Rho: |
0.03 |
Quote data
| Open: |
0.070 |
| High: |
0.086 |
| Low: |
0.070 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.38% |
| 1 Month |
|
|
-88.95% |
| 3 Months |
|
|
-87.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.076 |
| 1M High / 1M Low: |
0.770 |
0.076 |
| 6M High / 6M Low: |
0.970 |
0.076 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.85% |
| Volatility 6M: |
|
208.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
