BNP Paribas Call 80 ALC 20.09.2024
/ DE000PN8TGW9
BNP Paribas Call 80 ALC 20.09.202.../ DE000PN8TGW9 /
| 2024-05-31 4:21:24 PM |
Chg.+0.020 |
Bid5:04:16 PM |
Ask5:04:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
80.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TGW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
17.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
0.43 |
| Break-even: |
86.42 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
10.11 |
| Rho: |
0.13 |
Quote data
| Open: |
0.410 |
| High: |
0.450 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
+266.67% |
| 3 Months |
|
|
+18.92% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.410 |
| 1M High / 1M Low: |
0.610 |
0.120 |
| 6M High / 6M Low: |
0.610 |
0.080 |
| High (YTD): |
2024-05-23 |
0.610 |
| Low (YTD): |
2024-01-05 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
473.13% |
| Volatility 6M: |
|
266.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
