BNP Paribas Call 500 SCMN 20.06.2.../  DE000PC1MB68  /

EUWAX
2024-06-04  9:21:00 AM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.350EUR +2.94% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 2025-06-20 Call
 

Master data

WKN: PC1MB6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.14
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.17
Parity: -0.03
Time value: 0.36
Break-even: 547.91
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.62
Theta: -0.06
Omega: 8.81
Rho: 2.93
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month
  -5.41%
3 Months     0.00%
YTD
  -10.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.390 0.290
6M High / 6M Low: - -
High (YTD): 2024-03-28 0.670
Low (YTD): 2024-05-30 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -