BNP Paribas Put 60 ALC 20.12.2024
/ DE000PN8TG33
BNP Paribas Put 60 ALC 20.12.2024/ DE000PN8TG33 /
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: |
|
- |