BNP Paribas Put 100 NOVN 20.09.2024
/ DE000PC394K6
BNP Paribas Put 100 NOVN 20.09.20.../ DE000PC394K6 /
| 2024-05-03 4:21:13 PM |
Chg.+0.050 |
Bid5:02:40 PM |
Ask5:02:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+4.20% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
100.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PC394K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.18 |
| Time value: |
0.02 |
| Break-even: |
90.38 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-5.72 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.190 |
| High: |
1.240 |
| Low: |
1.190 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.71% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-9.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.130 |
| 1M High / 1M Low: |
1.610 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
