BNP Paribas Call 90 ALC 21.03.2025
/ DE000PC7YPA1
BNP Paribas Call 90 ALC 21.03.202.../ DE000PC7YPA1 /
| 23/01/2025 09:52:40 |
Chg.-0.001 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-2.63% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
90.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC7YPA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
167.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-1.01 |
| Time value: |
0.05 |
| Break-even: |
95.87 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.01 |
| Spread %: |
24.39% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
22.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.037 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+184.62% |
| 1 Month |
|
|
+164.29% |
| 3 Months |
|
|
-81.50% |
| YTD |
|
|
+60.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.038 |
0.013 |
| 1M High / 1M Low: |
0.038 |
0.007 |
| 6M High / 6M Low: |
0.410 |
0.007 |
| High (YTD): |
22/01/2025 |
0.038 |
| Low (YTD): |
15/01/2025 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.58% |
| Volatility 6M: |
|
303.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |