BNP Paribas Put 80 NOVN 20.06.2025
/ DE000PC1JHC8
BNP Paribas Put 80 NOVN 20.06.202.../ DE000PC1JHC8 /
| 10/06/2024 14:21:08 |
Chg.+0.010 |
Bid10/06/2024 |
Ask10/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+5.00% |
0.210
Bid Size: 100,000 |
0.220
Ask Size: 100,000 |
NOVARTIS N |
80.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
PC1JHC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.47 |
| Time value: |
0.21 |
| Break-even: |
80.51 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-7.42 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.210 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-48.78% |
| YTD |
|
|
-69.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.280 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2024 |
0.530 |
| Low (YTD): |
07/06/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
