BNP Paribas Call 70 ALC 19.09.2025
/ DE000PG4Y941
BNP Paribas Call 70 ALC 19.09.202.../ DE000PG4Y941 /
| 1/24/2025 4:20:15 PM |
Chg.-0.040 |
Bid5:01:39 PM |
Ask5:01:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-3.01% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
70.00 CHF |
9/19/2025 |
Call |
Master data
| WKN: |
PG4Y94 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
1.11 |
| Time value: |
0.22 |
| Break-even: |
86.92 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
5.57 |
| Rho: |
0.39 |
Quote data
| Open: |
1.330 |
| High: |
1.350 |
| Low: |
1.290 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.70% |
| 1 Month |
|
|
+24.04% |
| 3 Months |
|
|
-17.31% |
| YTD |
|
|
+19.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.110 |
| 1M High / 1M Low: |
1.330 |
0.960 |
| 6M High / 6M Low: |
1.890 |
0.950 |
| High (YTD): |
1/23/2025 |
1.330 |
| Low (YTD): |
1/15/2025 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.87% |
| Volatility 6M: |
|
89.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |