BNP Paribas Call 75 ALC 19.12.2025
/ DE000PL4UH11
BNP Paribas Call 75 ALC 19.12.202.../ DE000PL4UH11 /
| 1/24/2025 10:05:50 AM |
Chg.+0.01 |
Bid10:21:56 AM |
Ask10:21:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+0.95% |
1.06
Bid Size: 16,000 |
1.07
Ask Size: 16,000 |
ALCON N |
75.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
PL4UH1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/7/2025 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
0.62 |
| Time value: |
0.44 |
| Break-even: |
89.96 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
6.02 |
| Rho: |
0.48 |
Quote data
| Open: |
1.05 |
| High: |
1.06 |
| Low: |
1.05 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.81 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |