BNP Paribas Call 95 NOVN 20.12.2024
/ DE000PC25CA2
BNP Paribas Call 95 NOVN 20.12.20.../ DE000PC25CA2 /
| 2024-08-02 9:57:52 AM |
Chg.-0.100 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-14.49% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
95.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC25CA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.07 |
| Time value: |
0.57 |
| Break-even: |
107.13 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
9.66 |
| Rho: |
0.19 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.26% |
| 1 Month |
|
|
+9.26% |
| 3 Months |
|
|
+110.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.590 |
| 1M High / 1M Low: |
0.850 |
0.450 |
| 6M High / 6M Low: |
0.850 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.635 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.51% |
| Volatility 6M: |
|
200.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
