BNP Paribas Put 80 NOVN 20.06.2025
/ DE000PC1JHC8
BNP Paribas Put 80 NOVN 20.06.202.../ DE000PC1JHC8 /
| 6/25/2024 10:13:19 AM |
Chg.-0.020 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
80.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
PC1JHC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-1.60 |
| Time value: |
0.18 |
| Break-even: |
81.66 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-7.95 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
-73.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.280 |
0.200 |
| 6M High / 6M Low: |
0.700 |
0.200 |
| High (YTD): |
1/3/2024 |
0.540 |
| Low (YTD): |
6/24/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.82% |
| Volatility 6M: |
|
111.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
