BNP Paribas Put 110 NVSEF 20.06.2025
/ DE000PG4ABD8
BNP Paribas Put 110 NVSEF 20.06.2.../ DE000PG4ABD8 /
| 2024-12-12 9:50:13 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
110.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
PG4ABD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-16 |
| Last trading day: |
2024-12-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.18 |
| Parity: |
1.69 |
| Time value: |
0.92 |
| Break-even: |
83.90 |
| Moneyness: |
1.18 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
-0.55 |
| Theta: |
-0.04 |
| Omega: |
-1.97 |
| Rho: |
-0.38 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.56 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.60% |
| 3 Months |
|
|
+64.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.56 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
