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BNP Paribas Call 500 SCMN 20.12.2.../  DE000PN7C792  /

Frankfurt Zert./BNP
9/20/2024  4:21:12 PM Chg.+0.050 Bid5:05:45 PM Ask5:05:45 PM Underlying Strike price Expiration date Option type
0.560EUR +9.80% 0.550
Bid Size: 59,000		 0.570
Ask Size: 59,000		 SWISSCOM N 500.00 CHF 12/20/2024 Call
 

Master data

WKN: PN7C79
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.57
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.43
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.43
Time value: 0.11
Break-even: 582.42
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.85%
Delta: 0.80
Theta: -0.13
Omega: 8.51
Rho: 1.01
 

Quote data

Open: 0.530
High: 0.570
Low: 0.530
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+36.59%
3 Months  
+115.38%
YTD  
+80.65%
1 Year
  -23.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.510
1M High / 1M Low: 0.620 0.410
6M High / 6M Low: 0.620 0.210
High (YTD): 9/16/2024 0.620
Low (YTD): 5/30/2024 0.210
52W High: 9/21/2023 0.750
52W Low: 5/30/2024 0.210
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.521
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   0.404
Avg. volume 1Y:   0.000
Volatility 1M:   78.57%
Volatility 6M:   108.28%
Volatility 1Y:   118.62%
Volatility 3Y:   -