BNP Paribas Call 75 ALC 21.06.2024
/ DE000PE85LF2
BNP Paribas Call 75 ALC 21.06.202.../ DE000PE85LF2 /
| 2024-05-31 4:21:11 PM |
Chg.+0.020 |
Bid5:17:23 PM |
Ask5:17:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+3.51% |
-
Bid Size: - |
-
Ask Size: - |
Alcon Inc |
75.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE85LF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Alcon Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
0.72 |
| Time value: |
-0.06 |
| Break-even: |
81.60 |
| Moneyness: |
1.10 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
6.45% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.540 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.90% |
| 1 Month |
|
|
+436.36% |
| 3 Months |
|
|
+28.26% |
| YTD |
|
|
+436.36% |
| 1 Year |
|
|
-3.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.550 |
| 1M High / 1M Low: |
0.840 |
0.100 |
| 6M High / 6M Low: |
0.840 |
0.079 |
| High (YTD): |
2024-05-23 |
0.840 |
| Low (YTD): |
2024-01-05 |
0.079 |
| 52W High: |
2024-05-23 |
0.840 |
| 52W Low: |
2024-01-05 |
0.079 |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.365 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
600.49% |
| Volatility 6M: |
|
324.58% |
| Volatility 1Y: |
|
253.07% |
| Volatility 3Y: |
|
- |
