BNP Paribas Call 450 SCMN 19.12.2025
/ DE000PC39CH8
BNP Paribas Call 450 SCMN 19.12.2.../ DE000PC39CH8 /
| 2024-05-31 11:21:27 AM |
Chg.+0.020 |
Bid11:39:39 AM |
Ask11:39:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
0.680
Bid Size: 24,000 |
0.700
Ask Size: 24,000 |
SWISSCOM N |
450.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39CH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.31 |
| Break-even: |
527.90 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
6.27 |
| Rho: |
5.57 |
Quote data
| Open: |
0.680 |
| High: |
0.690 |
| Low: |
0.680 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.62% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.650 |
| 1M High / 1M Low: |
0.800 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
