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

EUWAX
15/05/2024  10:14:57 Chg.+0.010 Bid17:20:00 Ask17:20:00 Underlying Strike price Expiration date Option type
0.440EUR +2.33% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 19/12/2025 Call
 

Master data

WKN: PC39CJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.34
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.01
Implied volatility: 0.11
Historic volatility: 0.17
Parity: 0.01
Time value: 0.44
Break-even: 554.79
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.70
Theta: -0.05
Omega: 7.96
Rho: 5.00
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month
  -21.43%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.410
1M High / 1M Low: 0.590 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.435
Avg. volume 1W:   0.000
Avg. price 1M:   0.488
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -