BNP Paribas Call 80 ALC 20.06.2025
/ DE000PC39BB3
BNP Paribas Call 80 ALC 20.06.202.../ DE000PC39BB3 /
| 24/01/2025 10:01:23 |
Chg.0.000 |
Bid17:20:01 |
Ask17:20:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
80.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC39BB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.09 |
| Time value: |
0.43 |
| Break-even: |
89.85 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
9.75 |
| Rho: |
0.18 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
+75.86% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
+41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.330 |
| 1M High / 1M Low: |
0.510 |
0.240 |
| 6M High / 6M Low: |
1.060 |
0.240 |
| High (YTD): |
23/01/2025 |
0.510 |
| Low (YTD): |
15/01/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.665 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.33% |
| Volatility 6M: |
|
162.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |