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BNP Paribas Put 80 ALC 21.06.2024/  DE000PE85LP1  /

EUWAX
2024-05-31  10:12:10 AM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.100EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 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: -74.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -0.22
Time value: 0.11
Break-even: 78.90
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.03
Spread abs.: 0.02
Spread %: 22.22%
Delta: -0.31
Theta: -0.04
Omega: -23.51
Rho: -0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month
  -88.64%
3 Months
  -85.07%
YTD
  -93.63%
1 Year
  -91.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.068
1M High / 1M Low: 0.890 0.061
6M High / 6M Low: 1.820 0.061
High (YTD): 2024-01-08 1.760
Low (YTD): 2024-05-23 0.061
52W High: 2023-10-26 1.870
52W Low: 2024-05-23 0.061
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   1.009
Avg. volume 6M:   0.000
Avg. price 1Y:   1.118
Avg. volume 1Y:   0.000
Volatility 1M:   481.08%
Volatility 6M:   222.13%
Volatility 1Y:   167.08%
Volatility 3Y:   -