BNP Paribas Call 450 SCMN 20.06.2025
/ DE000PC1MB50
BNP Paribas Call 450 SCMN 20.06.2.../ DE000PC1MB50 /
| 6/4/2024 9:21:00 AM |
Chg.+0.020 |
Bid1:19:30 PM |
Ask1:19:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+2.99% |
0.700
Bid Size: 32,000 |
0.720
Ask Size: 32,000 |
SWISSCOM N |
450.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC1MB5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.17 |
| Parity: |
0.48 |
| Time value: |
0.23 |
| Break-even: |
531.72 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
6.18 |
| Rho: |
3.84 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+2.99% |
| YTD |
|
|
-5.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.600 |
| 1M High / 1M Low: |
0.740 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/28/2024 |
1.090 |
| Low (YTD): |
5/30/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
