BNP Paribas Put 90 ALC 20.06.2025
/ DE000PC6L7C0
BNP Paribas Put 90 ALC 20.06.2025/ DE000PC6L7C0 /
| 1/23/2025 4:20:16 PM |
Chg.0.000 |
Bid5:15:53 PM |
Ask5:15:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
90.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
PC6L7C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
1.01 |
| Time value: |
0.12 |
| Break-even: |
84.06 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
-0.71 |
| Theta: |
-0.01 |
| Omega: |
-5.37 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.100 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.62% |
| 1 Month |
|
|
-27.56% |
| 3 Months |
|
|
-5.04% |
| YTD |
|
|
-22.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.130 |
| 1M High / 1M Low: |
1.580 |
1.130 |
| 6M High / 6M Low: |
1.710 |
1.000 |
| High (YTD): |
1/15/2025 |
1.580 |
| Low (YTD): |
1/22/2025 |
1.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.16% |
| Volatility 6M: |
|
96.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |