BNP Paribas Call 550 SCMN 20.09.2024
/ DE000PN8TRQ8
BNP Paribas Call 550 SCMN 20.09.2.../ DE000PN8TRQ8 /
| 19/06/2024 14:21:26 |
Chg.0.000 |
Bid14:48:51 |
Ask14:48:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
0.00% |
0.025
Bid Size: 72,000 |
0.035
Ask Size: 72,000 |
SWISSCOM N |
550.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TRQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
148.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
-0.59 |
| Time value: |
0.04 |
| Break-even: |
582.70 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
40.00% |
| Delta: |
0.15 |
| Theta: |
-0.07 |
| Omega: |
22.27 |
| Rho: |
0.19 |
Quote data
| Open: |
0.024 |
| High: |
0.025 |
| Low: |
0.024 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-67.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.025 |
0.022 |
| 1M High / 1M Low: |
0.038 |
0.017 |
| 6M High / 6M Low: |
0.200 |
0.017 |
| High (YTD): |
27/03/2024 |
0.200 |
| Low (YTD): |
30/05/2024 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.20% |
| Volatility 6M: |
|
260.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
