BNP Paribas Call 450 SCMN 20.06.2025
/ DE000PC1MB50
BNP Paribas Call 450 SCMN 20.06.2.../ DE000PC1MB50 /
| 29/05/2024 09:16:31 |
Chg.+0.010 |
Bid11:25:17 |
Ask11:25:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+1.67% |
0.620
Bid Size: 31,000 |
0.630
Ask Size: 31,000 |
SWISSCOM N |
450.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC1MB5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.17 |
| Parity: |
0.38 |
| Time value: |
0.25 |
| Break-even: |
517.26 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
6.47 |
| Rho: |
3.65 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.59% |
| 1 Month |
|
|
-20.78% |
| 3 Months |
|
|
-4.69% |
| YTD |
|
|
-16.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.600 |
| 1M High / 1M Low: |
0.780 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
28/03/2024 |
1.090 |
| Low (YTD): |
28/05/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.692 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
