BNP Paribas Call 90 NOVN 19.12.2025
/ DE000PC394H2
BNP Paribas Call 90 NOVN 19.12.20.../ DE000PC394H2 /
9/26/2024 9:44:38 AM |
Chg.+0.06 |
Bid10:22:16 AM |
Ask10:22:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.31EUR |
+4.80% |
1.28 Bid Size: 63,000 |
1.29 Ask Size: 63,000 |
NOVARTIS N |
90.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
PC394H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
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: |
1.31 |
High: |
1.31 |
Low: |
1.31 |
Previous Close: |
1.25 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.97% |
1 Month |
|
|
-9.66% |
3 Months |
|
|
+9.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.27 |
1.25 |
1M High / 1M Low: |
1.61 |
1.13 |
6M High / 6M Low: |
1.61 |
0.51 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.04 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.79% |
Volatility 6M: |
|
112.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |