BNP Paribas Put 100 NOVN 20.12.2024
/ DE000PC25CD6
BNP Paribas Put 100 NOVN 20.12.20.../ DE000PC25CD6 /
| 06/09/2024 09:52:03 |
Chg.+0.130 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+34.21% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
100.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PC25CD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.23 |
| Time value: |
0.25 |
| Break-even: |
102.03 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-11.47 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.14% |
| 1 Month |
|
|
-32.89% |
| 3 Months |
|
|
-32.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.280 |
| 1M High / 1M Low: |
0.760 |
0.280 |
| 6M High / 6M Low: |
1.670 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.904 |
| Avg. volume 6M: |
|
71.429 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.73% |
| Volatility 6M: |
|
143.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
