BNP Paribas Put 80 NOVN 20.06.2025
/ DE000PC1JHC8
BNP Paribas Put 80 NOVN 20.06.202.../ DE000PC1JHC8 /
| 2024-05-06 4:21:11 PM |
Chg.-0.010 |
Bid2024-05-06 |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
0.370
Bid Size: 88,000 |
0.380
Ask Size: 88,000 |
NOVARTIS N |
80.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC1JHC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.78 |
| Time value: |
0.39 |
| Break-even: |
78.23 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-5.86 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
-15.91% |
| 3 Months |
|
|
-13.95% |
| YTD |
|
|
-46.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.350 |
| 1M High / 1M Low: |
0.510 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.530 |
| Low (YTD): |
2024-04-25 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
