BNP Paribas Put 100 ALC 19.12.2025
/ DE000PG2NF14
BNP Paribas Put 100 ALC 19.12.202.../ DE000PG2NF14 /
| 1/24/2025 11:20:15 AM |
Chg.-0.010 |
Bid12:15:03 PM |
Ask12:15:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
-0.46% |
2.180
Bid Size: 24,000 |
2.200
Ask Size: 24,000 |
ALCON N |
100.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
PG2NF1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
2.03 |
| Time value: |
0.18 |
| Break-even: |
83.71 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-2.65 |
| Rho: |
-0.73 |
Quote data
| Open: |
2.180 |
| High: |
2.180 |
| Low: |
2.150 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.89% |
| 1 Month |
|
|
-17.80% |
| 3 Months |
|
|
-0.46% |
| YTD |
|
|
-14.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.520 |
2.180 |
| 1M High / 1M Low: |
2.650 |
2.180 |
| 6M High / 6M Low: |
2.760 |
1.950 |
| High (YTD): |
1/15/2025 |
2.650 |
| Low (YTD): |
1/23/2025 |
2.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.27% |
| Volatility 6M: |
|
63.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |