BNP Paribas Call 85 ALC 19.12.202.../  DE000PL4UH03  /

Frankfurt Zert./BNP
1/23/2025  4:20:13 PM Chg.0.000 Bid5:04:56 PM Ask5:04:56 PM Underlying Strike price Expiration date Option type
0.510EUR 0.00% -
Bid Size: -
-
Ask Size: -
ALCON N 85.00 CHF 12/19/2025 Call
 

Master data

WKN: PL4UH0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ALCON N
Type: Warrant
Option type: Call
Strike price: 85.00 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: 16.08
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.21
Parity: -0.48
Time value: 0.53
Break-even: 95.36
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.47
Theta: -0.01
Omega: 7.63
Rho: 0.32
 

Quote data

Open: 0.510
High: 0.530
Low: 0.510
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.340
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
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:   -