BNP Paribas Call 80 ALC 19.12.2025
/ DE000PC39BE7
BNP Paribas Call 80 ALC 19.12.202.../ DE000PC39BE7 /
| 1/23/2025 4:20:21 PM |
Chg.0.000 |
Bid5:00:38 PM |
Ask5:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
80.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
PC39BE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.05 |
| Time value: |
0.73 |
| Break-even: |
92.56 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
6.57 |
| Rho: |
0.39 |
Quote data
| Open: |
0.750 |
| High: |
0.780 |
| Low: |
0.750 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.58% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
-23.47% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.570 |
| 1M High / 1M Low: |
0.750 |
0.510 |
| 6M High / 6M Low: |
1.260 |
0.500 |
| High (YTD): |
1/23/2025 |
0.750 |
| Low (YTD): |
1/15/2025 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.882 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.07% |
| Volatility 6M: |
|
110.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |