BNP Paribas Put 100 NOVN 19.12.2025
/ DE000PC394M2
BNP Paribas Put 100 NOVN 19.12.20.../ DE000PC394M2 /
| 2024-05-23 4:21:04 PM |
Chg.0.000 |
Bid5:17:49 PM |
Ask5:17:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.74 |
| Time value: |
0.54 |
| Break-even: |
88.10 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-3.34 |
| Rho: |
-0.87 |
Quote data
| Open: |
1.240 |
| High: |
1.270 |
| Low: |
1.240 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
-20.75% |
| 3 Months |
|
|
-20.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.230 |
| 1M High / 1M Low: |
1.650 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.265 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
