BNP Paribas Put 100 NOVN 20.06.2025
/ DE000PC25CE4
BNP Paribas Put 100 NOVN 20.06.20.../ DE000PC25CE4 /
| 2024-10-18 9:51:03 AM |
Chg.-0.040 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-5.80% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
100.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC25CE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.03 |
| Time value: |
0.66 |
| Break-even: |
100.01 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-6.65 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.72% |
| 1 Month |
|
|
-22.62% |
| 3 Months |
|
|
-26.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.670 |
| 1M High / 1M Low: |
0.880 |
0.670 |
| 6M High / 6M Low: |
1.910 |
0.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.002 |
| Avg. volume 6M: |
|
6.299 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.12% |
| Volatility 6M: |
|
105.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
