BNP Paribas Call 80 ALC 20.12.2024
/ DE000PN7C396
BNP Paribas Call 80 ALC 20.12.202.../ DE000PN7C396 /
| 12/11/2024 16:21:29 |
Chg.-0.090 |
Bid17:19:18 |
Ask17:19:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-21.43% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
80.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C39 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.13 |
| Time value: |
0.29 |
| Break-even: |
89.45 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
12.20 |
| Rho: |
0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
+94.12% |
| 1 Year |
|
|
+32.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.300 |
| 1M High / 1M Low: |
0.690 |
0.300 |
| 6M High / 6M Low: |
0.780 |
0.300 |
| High (YTD): |
12/09/2024 |
0.780 |
| Low (YTD): |
05/01/2024 |
0.140 |
| 52W High: |
12/09/2024 |
0.780 |
| 52W Low: |
05/01/2024 |
0.140 |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.573 |
| Avg. volume 6M: |
|
129.876 |
| Avg. price 1Y: |
|
0.428 |
| Avg. volume 1Y: |
|
66.749 |
| Volatility 1M: |
|
191.22% |
| Volatility 6M: |
|
205.09% |
| Volatility 1Y: |
|
184.62% |
| Volatility 3Y: |
|
- |
