BNP Paribas Call 70 ALC 21.06.2024
/ DE000PE85LE5
BNP Paribas Call 70 ALC 21.06.202.../ DE000PE85LE5 /
| 2024-05-24 4:21:11 PM |
Chg.-0.130 |
Bid5:11:08 PM |
Ask5:11:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-9.77% |
-
Bid Size: - |
-
Ask Size: - |
Alcon Inc |
70.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE85LE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Alcon Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-15 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
1.22 |
| Time value: |
0.03 |
| Break-even: |
82.50 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
6.23 |
| Rho: |
0.04 |
Quote data
| Open: |
1.240 |
| High: |
1.240 |
| Low: |
1.200 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+252.94% |
| 3 Months |
|
|
+48.15% |
| YTD |
|
|
+400.00% |
| 1 Year |
|
|
+39.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.330 |
0.330 |
| 6M High / 6M Low: |
1.330 |
0.180 |
| High (YTD): |
2024-05-23 |
1.330 |
| Low (YTD): |
2024-01-05 |
0.190 |
| 52W High: |
2024-05-23 |
1.330 |
| 52W Low: |
2023-12-08 |
0.180 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.601 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
376.03% |
| Volatility 6M: |
|
222.53% |
| Volatility 1Y: |
|
180.53% |
| Volatility 3Y: |
|
- |
