BNP Paribas Call 70 ALC 19.12.2025
/ DE000PC39BD9
BNP Paribas Call 70 ALC 19.12.202.../ DE000PC39BD9 /
| 23/01/2025 09:51:11 |
Chg.+0.01 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+0.71% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
70.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC39BD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
1.11 |
| Time value: |
0.34 |
| Break-even: |
88.67 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.89 |
| Rho: |
0.51 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.66% |
| 1 Month |
|
|
+32.71% |
| 3 Months |
|
|
-15.48% |
| YTD |
|
|
+22.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.13 |
| 1M High / 1M Low: |
1.42 |
0.96 |
| 6M High / 6M Low: |
1.98 |
0.96 |
| High (YTD): |
23/01/2025 |
1.42 |
| Low (YTD): |
15/01/2025 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.27% |
| Volatility 6M: |
|
94.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |