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BNP Paribas Put 75 ALC 21.06.2024/  DE000PE85LN6  /

EUWAX
2024-05-31  10:12:10 AM Chg.-0.014 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.010EUR -58.33% -
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: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -97.87%
3 Months
  -97.22%
YTD
  -99.09%
1 Year
  -98.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.010
1M High / 1M Low: 0.480 0.010
6M High / 6M Low: 1.330 0.010
High (YTD): 2024-01-08 1.270
Low (YTD): 2024-05-31 0.010
52W High: 2023-10-26 1.410
52W Low: 2024-05-31 0.010
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.643
Avg. volume 6M:   0.000
Avg. price 1Y:   0.761
Avg. volume 1Y:   0.000
Volatility 1M:   550.81%
Volatility 6M:   264.75%
Volatility 1Y:   198.54%
Volatility 3Y:   -