BNP Paribas Call 500 SCMN 21.06.2024
/ DE000PN7BHK2
BNP Paribas Call 500 SCMN 21.06.2.../ DE000PN7BHK2 /
| 2024-06-04 10:22:07 AM |
Chg.+0.002 |
Bid10:46:33 AM |
Ask10:46:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+3.77% |
0.059
Bid Size: 10,000 |
0.079
Ask Size: 10,000 |
SWISSCOM N |
500.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BHK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.03 |
| Time value: |
0.08 |
| Break-even: |
519.91 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
33.33% |
| Delta: |
0.47 |
| Theta: |
-0.29 |
| Omega: |
30.10 |
| Rho: |
0.11 |
Quote data
| Open: |
0.053 |
| High: |
0.055 |
| Low: |
0.053 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.88% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
-65.63% |
| YTD |
|
|
-77.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.022 |
| 1M High / 1M Low: |
0.140 |
0.022 |
| 6M High / 6M Low: |
0.570 |
0.022 |
| High (YTD): |
2024-03-28 |
0.570 |
| Low (YTD): |
2024-05-30 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
464.40% |
| Volatility 6M: |
|
270.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
