BNP Paribas Call 90 ALC 19.12.202.../  DE000PC6L7A4  /

EUWAX
1/23/2025  9:51:56 AM Chg.+0.010 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.340EUR +3.03% -
Bid Size: -
-
Ask Size: -
ALCON N 90.00 CHF 12/19/2025 Call
 

Master data

WKN: PC6L7A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ALCON N
Type: Warrant
Option type: Call
Strike price: 90.00 CHF
Maturity: 12/19/2025
Issue date: 3/14/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.68
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.21
Parity: -1.01
Time value: 0.36
Break-even: 98.96
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.36
Theta: -0.01
Omega: 8.51
Rho: 0.24
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+61.90%
3 Months
  -35.85%
YTD  
+30.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.330 0.180
6M High / 6M Low: 0.740 0.180
High (YTD): 1/22/2025 0.330
Low (YTD): 1/15/2025 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.69%
Volatility 6M:   148.71%
Volatility 1Y:   -
Volatility 3Y:   -