BNP Paribas Call 95 ALC 20.06.2025
/ DE000PG3N797
BNP Paribas Call 95 ALC 20.06.202.../ DE000PG3N797 /
| 1/24/2025 9:21:28 AM |
Chg.+0.002 |
Bid10:31:19 AM |
Ask10:31:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
+3.39% |
0.060
Bid Size: 43,000 |
0.070
Ask Size: 43,000 |
ALCON N |
95.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PG3N79 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
122.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-1.50 |
| Time value: |
0.07 |
| Break-even: |
101.22 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
16.35 |
| Rho: |
0.04 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.059 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.63% |
| 1 Month |
|
|
+110.34% |
| 3 Months |
|
|
-67.89% |
| YTD |
|
|
+41.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.032 |
| 1M High / 1M Low: |
0.059 |
0.019 |
| 6M High / 6M Low: |
0.340 |
0.019 |
| High (YTD): |
1/23/2025 |
0.059 |
| Low (YTD): |
1/15/2025 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.15% |
| Volatility 6M: |
|
218.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |