BNP Paribas Put 60 ALC 20.12.2024/  DE000PN8TG33  /

Frankfurt Zert./BNP
2024-11-12  4:21:07 PM Chg.+0.001 Bid5:17:42 PM Ask5:17:42 PM Underlying Strike price Expiration date Option type
0.002EUR +100.00% -
Bid Size: -
-
Ask Size: -
ALCON N 60.00 CHF 2024-12-20 Put
 

Master data

WKN: PN8TG3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ALCON N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 2024-12-20
Issue date: 2023-09-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -169.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.22
Parity: -2.26
Time value: 0.05
Break-even: 63.42
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 8.71
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: -0.06
Theta: -0.03
Omega: -10.14
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.002
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -81.82%
3 Months
  -95.83%
YTD
  -99.49%
1 Year
  -99.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.120 0.001
High (YTD): 2024-01-03 0.430
Low (YTD): 2024-11-11 0.001
52W High: 2023-11-16 0.520
52W Low: 2024-11-11 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.155
Avg. volume 1Y:   0.000
Volatility 1M:   476.53%
Volatility 6M:   298.71%
Volatility 1Y:   227.78%
Volatility 3Y:   -