BNP Paribas Call 550 SCMN 18.12.2.../  DE000PC9VUC9  /

Frankfurt Zert./BNP
2024-06-03  4:21:28 PM Chg.+0.020 Bid4:28:18 PM Ask4:28:18 PM Underlying Strike price Expiration date Option type
0.290EUR +7.41% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 550.00 CHF 2026-12-18 Call
 

Master data

WKN: PC9VUC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 2026-12-18
Issue date: 2024-05-15
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.35
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.17
Parity: -0.55
Time value: 0.31
Break-even: 592.84
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.51
Theta: -0.04
Omega: 8.41
Rho: 5.84
 

Quote data

Open: 0.280
High: 0.300
Low: 0.280
Previous Close: 0.270
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -