BNP Paribas Call 75 ALC 21.03.2025
/ DE000PC7YPD5
BNP Paribas Call 75 ALC 21.03.202.../ DE000PC7YPD5 /
| 1/23/2025 4:20:13 PM |
Chg.0.000 |
Bid5:19:20 PM |
Ask5:19:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
75.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC7YPD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
0.58 |
| Time value: |
0.18 |
| Break-even: |
87.06 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
8.52 |
| Rho: |
0.09 |
Quote data
| Open: |
0.720 |
| High: |
0.760 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.61% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
-26.53% |
| YTD |
|
|
+46.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.410 |
| 1M High / 1M Low: |
0.720 |
0.390 |
| 6M High / 6M Low: |
1.320 |
0.390 |
| High (YTD): |
1/22/2025 |
0.720 |
| Low (YTD): |
1/15/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.858 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.93% |
| Volatility 6M: |
|
146.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |