BNP Paribas Call 90 ALC 20.06.2025
/ DE000PC6L699
BNP Paribas Call 90 ALC 20.06.202.../ DE000PC6L699 /
| 24/01/2025 10:05:08 |
Chg.0.000 |
Bid12:08:14 |
Ask12:08:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.130
Bid Size: 29,000 |
0.140
Ask Size: 29,000 |
ALCON N |
90.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC6L69 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-0.97 |
| Time value: |
0.14 |
| Break-even: |
96.63 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
14.54 |
| Rho: |
0.08 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.56% |
| 1 Month |
|
|
+109.68% |
| 3 Months |
|
|
-59.38% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.072 |
| 1M High / 1M Low: |
0.130 |
0.050 |
| 6M High / 6M Low: |
0.520 |
0.050 |
| High (YTD): |
23/01/2025 |
0.130 |
| Low (YTD): |
15/01/2025 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.96% |
| Volatility 6M: |
|
213.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |