BNP Paribas Call 65 ALC 20.09.2024
/ DE000PN8TGZ2
BNP Paribas Call 65 ALC 20.09.202.../ DE000PN8TGZ2 /
| 2024-06-07 10:13:36 AM |
Chg.+0.01 |
Bid10:27:06 AM |
Ask10:27:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+0.56% |
1.81
Bid Size: 24,000 |
1.83
Ask Size: 24,000 |
ALCON N |
65.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TGZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
1.74 |
| Time value: |
0.09 |
| Break-even: |
85.42 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
4.43 |
| Rho: |
0.18 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.74% |
| 1 Month |
|
|
+96.74% |
| 3 Months |
|
|
+35.07% |
| YTD |
|
|
+196.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.62 |
| 1M High / 1M Low: |
1.87 |
0.92 |
| 6M High / 6M Low: |
1.87 |
0.48 |
| High (YTD): |
2024-05-23 |
1.87 |
| Low (YTD): |
2024-01-08 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.34% |
| Volatility 6M: |
|
153.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
