BNP Paribas Call 500 SCMN 20.09.2024
/ DE000PN8TRR6
BNP Paribas Call 500 SCMN 20.09.2.../ DE000PN8TRR6 /
| 31/05/2024 16:21:24 |
Chg.+0.030 |
Bid16:56:55 |
Ask16:56:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+23.08% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
500.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TRR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.14 |
| Time value: |
0.14 |
| Break-even: |
525.00 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.44 |
| Theta: |
-0.10 |
| Omega: |
15.69 |
| Rho: |
0.63 |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.150 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-40.74% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
-40.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.130 |
| 1M High / 1M Low: |
0.270 |
0.130 |
| 6M High / 6M Low: |
0.560 |
0.130 |
| High (YTD): |
27/03/2024 |
0.560 |
| Low (YTD): |
30/05/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.15% |
| Volatility 6M: |
|
184.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
