BNP Paribas Call 500 SCMN 19.06.2.../  DE000PC9VUA3  /

Frankfurt Zert./BNP
2024-05-28  4:21:05 PM Chg.+0.010 Bid9:10:37 AM Ask9:10:37 AM Underlying Strike price Expiration date Option type
0.410EUR +2.50% 0.400
Bid Size: 18,000
0.430
Ask Size: 18,000
SWISSCOM N 500.00 CHF 2026-06-19 Call
 

Master data

WKN: PC9VUA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 2026-06-19
Issue date: 2024-05-15
Last trading day: 2026-06-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.44
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.17
Parity: -0.12
Time value: 0.43
Break-even: 547.00
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.67
Theta: -0.05
Omega: 7.65
Rho: 5.89
 

Quote data

Open: 0.400
High: 0.410
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.89%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -