BNP Paribas Put 60 ALC 20.06.2025/  DE000PC1L9Q1  /

EUWAX
1/23/2025  9:21:00 AM Chg.-0.001 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.031EUR -3.13% -
Bid Size: -
-
Ask Size: -
ALCON N 60.00 CHF 6/20/2025 Put
 

Master data

WKN: PC1L9Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ALCON N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 6/20/2025
Issue date: 12/11/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -167.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -2.17
Time value: 0.05
Break-even: 63.06
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 0.77
Spread abs.: 0.02
Spread %: 75.86%
Delta: -0.06
Theta: -0.01
Omega: -10.12
Rho: -0.02
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.64%
1 Month
  -59.21%
3 Months
  -55.07%
YTD
  -46.55%
1 Year
  -92.79%
3 Years     -
5 Years     -
1W High / 1W Low: 0.055 0.032
1M High / 1M Low: 0.076 0.032
6M High / 6M Low: 0.200 0.032
High (YTD): 1/15/2025 0.074
Low (YTD): 1/22/2025 0.032
52W High: 2/5/2024 0.530
52W Low: 1/22/2025 0.032
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   0.173
Avg. volume 1Y:   0.000
Volatility 1M:   230.11%
Volatility 6M:   187.22%
Volatility 1Y:   151.45%
Volatility 3Y:   -