BNP Paribas Call 500 SCMN 20.09.2024
/ DE000PN8TRR6
BNP Paribas Call 500 SCMN 20.09.2.../ DE000PN8TRR6 /
| 6/18/2024 10:12:36 AM |
Chg.0.000 |
Bid10:28:49 AM |
Ask10:28:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.170
Bid Size: 26,000 |
0.180
Ask Size: 26,000 |
SWISSCOM N |
500.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TRR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
-0.08 |
| Time value: |
0.17 |
| Break-even: |
540.65 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.49 |
| Theta: |
-0.12 |
| Omega: |
14.97 |
| Rho: |
0.61 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-48.39% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.150 |
| 1M High / 1M Low: |
0.230 |
0.120 |
| 6M High / 6M Low: |
0.570 |
0.120 |
| High (YTD): |
3/28/2024 |
0.570 |
| Low (YTD): |
5/30/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.98% |
| Volatility 6M: |
|
172.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
