BNP Paribas Call 60 ALC 20.09.2024
/ DE000PZ09SG0
BNP Paribas Call 60 ALC 20.09.202.../ DE000PZ09SG0 /
| 2024-05-31 4:21:10 PM |
Chg.+0.040 |
Bid5:18:44 PM |
Ask5:18:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
+1.89% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
60.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PZ09SG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
2.09 |
| Time value: |
0.12 |
| Break-even: |
83.39 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.48 |
| Rho: |
0.17 |
Quote data
| Open: |
2.100 |
| High: |
2.180 |
| Low: |
2.100 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+21.35% |
| YTD |
|
|
+132.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
2.080 |
| 1M High / 1M Low: |
2.380 |
1.260 |
| 6M High / 6M Low: |
2.380 |
0.760 |
| High (YTD): |
2024-05-23 |
2.380 |
| Low (YTD): |
2024-01-05 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.88% |
| Volatility 6M: |
|
102.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
