BNP Paribas Call 90 NOVN 19.12.2025
/ DE000PC394H2
BNP Paribas Call 90 NOVN 19.12.20.../ DE000PC394H2 /
2024-05-24 10:07:40 AM |
Chg.-0.090 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-9.68% |
- Bid Size: - |
- Ask Size: - |
NOVARTIS N |
90.00 CHF |
2025-12-19 |
Call |
Master data
WKN: |
PC394H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 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: |
10.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.11 |
Historic volatility: |
0.19 |
Parity: |
0.11 |
Time value: |
0.76 |
Break-even: |
99.41 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
2.35% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
7.63 |
Rho: |
0.91 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.40% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
+6.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.840 |
1M High / 1M Low: |
0.970 |
0.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.922 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.841 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |