BNP Paribas Put 60 ALC 20.09.2024
/ DE000PZ09SH8
BNP Paribas Put 60 ALC 20.09.2024/ DE000PZ09SH8 /
| 2024-05-31 4:21:25 PM |
Chg.0.000 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
60.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PZ09SH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-161.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
-2.09 |
| Time value: |
0.05 |
| Break-even: |
60.78 |
| Moneyness: |
0.75 |
| Premium: |
0.26 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.03 |
| Spread %: |
168.42% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-9.98 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.019 |
| High: |
0.020 |
| Low: |
0.018 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-78.89% |
| 3 Months |
|
|
-76.54% |
| YTD |
|
|
-93.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.016 |
| 1M High / 1M Low: |
0.090 |
0.016 |
| 6M High / 6M Low: |
0.390 |
0.016 |
| High (YTD): |
2024-01-03 |
0.350 |
| Low (YTD): |
2024-05-27 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.39% |
| Volatility 6M: |
|
184.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
