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

EUWAX
2024-09-20  9:57:19 AM Chg.0.000 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 550.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39CK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.31
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.17
Parity: -0.10
Time value: 0.35
Break-even: 616.26
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.60
Theta: -0.06
Omega: 9.84
Rho: 3.86
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.63%
1 Month  
+16.67%
3 Months  
+59.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.350
1M High / 1M Low: 0.410 0.300
6M High / 6M Low: 0.420 0.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.11%
Volatility 6M:   99.69%
Volatility 1Y:   -
Volatility 3Y:   -