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BNP Paribas Put 80 ALC 21.06.2024/  DE000PE85LP1  /

Frankfurt Zert./BNP
2024-06-07  1:21:08 PM Chg.-0.006 Bid1:24:42 PM Ask1:24:42 PM Underlying Strike price Expiration date Option type
0.041EUR -12.77% 0.041
Bid Size: 10,000		 0.061
Ask Size: 10,000		 Alcon Inc 80.00 - 2024-06-21 Put
 

Master data

WKN: PE85LP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Alcon Inc
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -138.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -0.45
Time value: 0.06
Break-even: 79.39
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 3.63
Spread abs.: 0.02
Spread %: 48.78%
Delta: -0.19
Theta: -0.05
Omega: -26.39
Rho: -0.01
 

Quote data

Open: 0.044
High: 0.045
Low: 0.039
Previous Close: 0.047
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -62.73%
1 Month
  -94.61%
3 Months
  -92.93%
YTD
  -97.44%
1 Year
  -96.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.047
1M High / 1M Low: 0.770 0.047
6M High / 6M Low: 1.790 0.047
High (YTD): 2024-01-05 1.730
Low (YTD): 2024-06-06 0.047
52W High: 2023-10-26 1.870
52W Low: 2024-06-06 0.047
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.963
Avg. volume 6M:   0.000
Avg. price 1Y:   1.105
Avg. volume 1Y:   0.000
Volatility 1M:   493.05%
Volatility 6M:   229.08%
Volatility 1Y:   171.87%
Volatility 3Y:   -