BNP Paribas Call 500 SCMN 19.12.2.../  DE000PC39CJ4  /

Frankfurt Zert./BNP
6/4/2024  4:21:09 PM Chg.+0.010 Bid5:15:16 PM Ask5:15:16 PM Underlying Strike price Expiration date Option type
0.430EUR +2.38% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 12/19/2025 Call
 

Master data

WKN: PC39CJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.84
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.17
Parity: -0.03
Time value: 0.43
Break-even: 554.91
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.67
Theta: -0.05
Omega: 7.89
Rho: 4.57
 

Quote data

Open: 0.410
High: 0.430
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.44%
1 Month  
+4.88%
3 Months  
+7.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.450 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -