BNP Paribas Call 500 SCMN 20.12.2024
/ DE000PN7C792
BNP Paribas Call 500 SCMN 20.12.2.../ DE000PN7C792 /
| 04/06/2024 16:21:07 |
Chg.+0.010 |
Bid17:15:22 |
Ask17:15:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
500.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C79 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.03 |
| Time value: |
0.27 |
| Break-even: |
538.91 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.57 |
| Theta: |
-0.08 |
| Omega: |
10.80 |
| Rho: |
1.44 |
Quote data
| Open: |
0.260 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
-9.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.310 |
0.210 |
| 6M High / 6M Low: |
0.580 |
0.210 |
| High (YTD): |
27/03/2024 |
0.580 |
| Low (YTD): |
30/05/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.97% |
| Volatility 6M: |
|
135.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
