BNP Paribas Call 60 ALC 20.06.2025
/ DE000PC1L9N8
BNP Paribas Call 60 ALC 20.06.202.../ DE000PC1L9N8 /
| 1/23/2025 9:21:00 AM |
Chg.+0.04 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+1.83% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
60.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC1L9N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
2.17 |
| Time value: |
0.10 |
| Break-even: |
86.27 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.59 |
| Rho: |
0.24 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+26.14% |
| 3 Months |
|
|
-9.39% |
| YTD |
|
|
+19.35% |
| 1 Year |
|
|
+69.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.85 |
| 1M High / 1M Low: |
2.22 |
1.59 |
| 6M High / 6M Low: |
2.78 |
1.59 |
| High (YTD): |
1/23/2025 |
2.22 |
| Low (YTD): |
1/15/2025 |
1.59 |
| 52W High: |
9/13/2024 |
2.78 |
| 52W Low: |
2/5/2024 |
1.15 |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.44% |
| Volatility 6M: |
|
72.99% |
| Volatility 1Y: |
|
76.02% |
| Volatility 3Y: |
|
- |