BNP Paribas Put 100 NOVN 19.12.2025
/ DE000PC394M2
BNP Paribas Put 100 NOVN 19.12.20.../ DE000PC394M2 /
06/09/2024 16:21:00 |
Chg.+0.010 |
Bid17:18:41 |
Ask17:18:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
+1.05% |
- Bid Size: - |
- Ask Size: - |
NOVARTIS N |
100.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PC394M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Put |
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: |
-10.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
0.23 |
Time value: |
0.79 |
Break-even: |
96.63 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.99% |
Delta: |
-0.41 |
Theta: |
-0.01 |
Omega: |
-4.21 |
Rho: |
-0.68 |
Quote data
Open: |
1.040 |
High: |
1.040 |
Low: |
0.960 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+21.52% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
-17.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.780 |
1M High / 1M Low: |
1.160 |
0.780 |
6M High / 6M Low: |
1.950 |
0.780 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.886 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.937 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.319 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.41% |
Volatility 6M: |
|
80.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |