BNP Paribas Call 100 ALC 19.12.2025
/ DE000PG2NF06
BNP Paribas Call 100 ALC 19.12.20.../ DE000PG2NF06 /
| 1/24/2025 10:20:18 AM |
Chg.0.000 |
Bid10:34:16 AM |
Ask10:34:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.130
Bid Size: 24,000 |
0.140
Ask Size: 24,000 |
ALCON N |
100.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
PG2NF0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-2.03 |
| Time value: |
0.15 |
| Break-even: |
107.31 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
10.54 |
| Rho: |
0.13 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.30% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
+27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.089 |
| 1M High / 1M Low: |
0.140 |
0.074 |
| 6M High / 6M Low: |
0.400 |
0.074 |
| High (YTD): |
1/23/2025 |
0.140 |
| Low (YTD): |
1/15/2025 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.78% |
| Volatility 6M: |
|
166.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |