BNP Paribas Call 75 ALC 21.06.2024
/ DE000PE85LF2
BNP Paribas Call 75 ALC 21.06.202.../ DE000PE85LF2 /
| 2024-05-31 10:12:10 AM |
Chg.+0.080 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+15.09% |
-
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: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.28% |
| 1 Month |
|
|
+408.33% |
| 3 Months |
|
|
+41.86% |
| YTD |
|
|
+454.55% |
| 1 Year |
|
|
+1.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.530 |
| 1M High / 1M Low: |
0.820 |
0.120 |
| 6M High / 6M Low: |
0.820 |
0.079 |
| High (YTD): |
2024-05-23 |
0.820 |
| Low (YTD): |
2024-01-08 |
0.079 |
| 52W High: |
2024-05-23 |
0.820 |
| 52W Low: |
2024-01-08 |
0.079 |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.367 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
771.67% |
| Volatility 6M: |
|
417.84% |
| Volatility 1Y: |
|
313.47% |
| Volatility 3Y: |
|
- |
