BNP Paribas Put 90 ALC 19.12.2025
/ DE000PC6L7D8
BNP Paribas Put 90 ALC 19.12.2025/ DE000PC6L7D8 /
| 1/23/2025 9:51:56 AM |
Chg.0.00 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
90.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
PC6L7D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
1.01 |
| Time value: |
0.31 |
| Break-even: |
82.16 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-3.81 |
| Rho: |
-0.57 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.79% |
| 1 Month |
|
|
-24.29% |
| 3 Months |
|
|
-1.47% |
| YTD |
|
|
-18.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.34 |
| 1M High / 1M Low: |
1.84 |
1.34 |
| 6M High / 6M Low: |
1.84 |
1.20 |
| High (YTD): |
1/15/2025 |
1.84 |
| Low (YTD): |
1/23/2025 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.64% |
| Volatility 6M: |
|
86.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |