BNP Paribas Call 90 NOVN 19.12.2025
/ DE000PC394H2
BNP Paribas Call 90 NOVN 19.12.20.../ DE000PC394H2 /
| 26/09/2024 16:21:03 |
Chg.-0.080 |
Bid16:47:14 |
Ask16:47:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC394H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.18 |
| Parity: |
0.90 |
| Time value: |
0.41 |
| Break-even: |
108.17 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.77% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
7.50 |
| Rho: |
1.05 |
Quote data
| Open: |
1.340 |
| High: |
1.340 |
| Low: |
1.160 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-17.81% |
| 3 Months |
|
|
+6.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.200 |
| 1M High / 1M Low: |
1.610 |
1.150 |
| 6M High / 6M Low: |
1.610 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.03% |
| Volatility 6M: |
|
103.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
