BNP Paribas Put 60 ALC 19.12.2025/  DE000PC39BG2  /

EUWAX
1/23/2025  9:51:11 AM Chg.0.000 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -
-
Ask Size: -
ALCON N 60.00 CHF 12/19/2025 Put
 

Master data

WKN: PC39BG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ALCON N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -77.49
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -2.17
Time value: 0.11
Break-even: 62.47
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.09
Theta: -0.01
Omega: -7.16
Rho: -0.08
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -42.11%
3 Months
  -31.25%
YTD
  -35.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.190 0.110
6M High / 6M Low: 0.310 0.110
High (YTD): 1/15/2025 0.190
Low (YTD): 1/23/2025 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.96%
Volatility 6M:   128.06%
Volatility 1Y:   -
Volatility 3Y:   -