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

EUWAX
19/06/2024  09:22:16 Chg.0.000 Bid20:00:03 Ask20:00:03 Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 20/06/2025 Call
 

Master data

WKN: PC1MB6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.46
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.17
Parity: -0.06
Time value: 0.36
Break-even: 562.55
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.60
Theta: -0.07
Omega: 8.62
Rho: 2.75
 

Quote data

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

Performance

1 Week  
+2.94%
1 Month
  -5.41%
3 Months
  -28.57%
YTD
  -10.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.400 0.290
6M High / 6M Low: 0.670 0.290
High (YTD): 28/03/2024 0.670
Low (YTD): 30/05/2024 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.84%
Volatility 6M:   101.08%
Volatility 1Y:   -
Volatility 3Y:   -