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BNP Paribas Put 75 ALC 21.06.2024/  DE000PE85LN6  /

Frankfurt Zert./BNP
2024-05-31  4:21:25 PM Chg.-0.009 Bid5:17:55 PM Ask5:17:55 PM Underlying Strike price Expiration date Option type
0.011EUR -45.00% -
Bid Size: -		 -
Ask Size: -		 Alcon Inc 75.00 - 2024-06-21 Put
 

Master data

WKN: PE85LN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Alcon Inc
Type: Warrant
Option type: Put
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: -161.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -0.72
Time value: 0.05
Break-even: 74.49
Moneyness: 0.91
Premium: 0.09
Premium p.a.: 4.10
Spread abs.: 0.04
Spread %: 466.67%
Delta: -0.13
Theta: -0.04
Omega: -21.68
Rho: -0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.010
Previous Close: 0.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -97.80%
3 Months
  -96.76%
YTD
  -99.02%
1 Year
  -98.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.011
1M High / 1M Low: 0.510 0.011
6M High / 6M Low: 1.310 0.011
High (YTD): 2024-01-05 1.240
Low (YTD): 2024-05-31 0.011
52W High: 2023-10-26 1.410
52W Low: 2024-05-31 0.011
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.649
Avg. volume 6M:   0.000
Avg. price 1Y:   0.764
Avg. volume 1Y:   0.000
Volatility 1M:   525.65%
Volatility 6M:   259.85%
Volatility 1Y:   194.96%
Volatility 3Y:   -