BNP Paribas Call 500 SCMN 20.09.2024
/ DE000PN8TRR6
BNP Paribas Call 500 SCMN 20.09.2.../ DE000PN8TRR6 /
| 2024-05-22 10:21:22 AM |
Chg.+0.010 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
0.200
Bid Size: 28,000 |
0.210
Ask Size: 28,000 |
SWISSCOM N |
500.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TRR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.03 |
| Time value: |
0.20 |
| Break-even: |
525.68 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.55 |
| Theta: |
-0.10 |
| Omega: |
13.71 |
| Rho: |
0.84 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-25.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.190 |
| 1M High / 1M Low: |
0.400 |
0.190 |
| 6M High / 6M Low: |
0.560 |
0.180 |
| High (YTD): |
2024-03-27 |
0.560 |
| Low (YTD): |
2024-02-09 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.30% |
| Volatility 6M: |
|
183.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
