BNP Paribas Put 100 NOVN 19.12.2025
/ DE000PC394M2
BNP Paribas Put 100 NOVN 19.12.20.../ DE000PC394M2 /
| 2024-09-26 1:20:58 PM |
Chg.+0.080 |
Bid1:39:13 PM |
Ask1:39:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+8.51% |
1.040
Bid Size: 63,000 |
1.050
Ask Size: 63,000 |
NOVARTIS N |
100.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
PC394M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.15 |
| Time value: |
0.79 |
| Break-even: |
96.23 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-4.52 |
| Rho: |
-0.64 |
Quote data
| Open: |
0.900 |
| High: |
1.020 |
| Low: |
0.900 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
+17.24% |
| 3 Months |
|
|
-11.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.940 |
| 1M High / 1M Low: |
1.130 |
0.780 |
| 6M High / 6M Low: |
1.950 |
0.780 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.60% |
| Volatility 6M: |
|
85.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
