BNP Paribas Call 90 ALC 19.12.2025
/ DE000PC6L7A4
BNP Paribas Call 90 ALC 19.12.202.../ DE000PC6L7A4 /
| 1/24/2025 4:20:17 PM |
Chg.-0.020 |
Bid4:54:50 PM |
Ask4:54:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
90.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
PC6L7A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
-0.97 |
| Time value: |
0.35 |
| Break-even: |
98.73 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
8.81 |
| Rho: |
0.25 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-38.46% |
| YTD |
|
|
+23.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.240 |
| 1M High / 1M Low: |
0.340 |
0.210 |
| 6M High / 6M Low: |
0.730 |
0.210 |
| High (YTD): |
1/23/2025 |
0.340 |
| Low (YTD): |
1/15/2025 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.85% |
| Volatility 6M: |
|
137.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |