BNP Paribas Call 85 ALC 19.09.2025
/ DE000PG8WXF2
BNP Paribas Call 85 ALC 19.09.202.../ DE000PG8WXF2 /
| 24/01/2025 10:02:58 |
Chg.0.000 |
Bid10:47:15 |
Ask10:47:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.400
Bid Size: 18,000 |
0.410
Ask Size: 18,000 |
ALCON N |
85.00 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
PG8WXF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
01/10/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
-0.44 |
| Time value: |
0.41 |
| Break-even: |
94.04 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
9.36 |
| Rho: |
0.22 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
-35.48% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.260 |
| 1M High / 1M Low: |
0.400 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
0.400 |
| Low (YTD): |
15/01/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |