BNP Paribas Put 90 ALC 19.09.2025
/ DE000PG4Y974
BNP Paribas Put 90 ALC 19.09.2025/ DE000PG4Y974 /
| 1/24/2025 11:20:14 AM |
Chg.-0.010 |
Bid12:10:32 PM |
Ask12:10:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-0.81% |
1.230
Bid Size: 20,000 |
1.240
Ask Size: 20,000 |
ALCON N |
90.00 CHF |
9/19/2025 |
Put |
Master data
| WKN: |
PG4Y97 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
7/26/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.97 |
| Time value: |
0.28 |
| Break-even: |
82.73 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-4.21 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.210 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.74% |
| 1 Month |
|
|
-25.61% |
| 3 Months |
|
|
-3.94% |
| YTD |
|
|
-21.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.230 |
| 1M High / 1M Low: |
1.650 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.650 |
| Low (YTD): |
1/23/2025 |
1.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |