BNP Paribas Call 70 ALC 20.06.2025
/ DE000PC1L9P3
BNP Paribas Call 70 ALC 20.06.202.../ DE000PC1L9P3 /
| 1/23/2025 9:21:00 AM |
Chg.+0.03 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+2.46% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
70.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC1L9P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
1.11 |
| Time value: |
0.19 |
| Break-even: |
87.17 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
5.58 |
| Rho: |
0.24 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.89% |
| 1 Month |
|
|
+42.05% |
| 3 Months |
|
|
-18.83% |
| YTD |
|
|
+28.87% |
| 1 Year |
|
|
+56.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.90 |
| 1M High / 1M Low: |
1.22 |
0.74 |
| 6M High / 6M Low: |
1.84 |
0.74 |
| High (YTD): |
1/22/2025 |
1.22 |
| Low (YTD): |
1/15/2025 |
0.74 |
| 52W High: |
9/13/2024 |
1.84 |
| 52W Low: |
2/5/2024 |
0.62 |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.26 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
143.84% |
| Volatility 6M: |
|
106.84% |
| Volatility 1Y: |
|
108.17% |
| Volatility 3Y: |
|
- |