BNP Paribas Call 550 SCMN 19.12.2.../  DE000PC39CK2  /

Frankfurt Zert./BNP
9/19/2024  4:21:11 PM Chg.-0.040 Bid9/19/2024 Ask9/19/2024 Underlying Strike price Expiration date Option type
0.340EUR -10.53% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 550.00 CHF 12/19/2025 Call
 

Master data

WKN: PC39CK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.24
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.17
Parity: -0.06
Time value: 0.38
Break-even: 622.56
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.63
Theta: -0.06
Omega: 9.61
Rho: 4.09
 

Quote data

Open: 0.370
High: 0.370
Low: 0.340
Previous Close: 0.380
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -17.07%
1 Month  
+17.24%
3 Months  
+54.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.340
1M High / 1M Low: 0.410 0.290
6M High / 6M Low: 0.420 0.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.356
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.70%
Volatility 6M:   88.38%
Volatility 1Y:   -
Volatility 3Y:   -