BNP Paribas Call 75 ALC 20.12.2024
/ DE000PC2WSQ6
BNP Paribas Call 75 ALC 20.12.202.../ DE000PC2WSQ6 /
| 10/8/2024 9:48:07 AM |
Chg.-0.110 |
Bid5:02:50 PM |
Ask5:02:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-11.34% |
0.910
Bid Size: 28,000 |
0.930
Ask Size: 28,000 |
ALCON N |
75.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC2WSQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.70 |
| Time value: |
0.27 |
| Break-even: |
89.69 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
6.69 |
| Rho: |
0.11 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.56% |
| 1 Month |
|
|
+19.44% |
| 3 Months |
|
|
-3.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.970 |
| 1M High / 1M Low: |
1.200 |
0.830 |
| 6M High / 6M Low: |
1.200 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.868 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.48% |
| Volatility 6M: |
|
170.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
