BNP Paribas Call 550 SCMN 20.12.2024
/ DE000PN7C8A9
BNP Paribas Call 550 SCMN 20.12.2.../ DE000PN7C8A9 /
| 2024-06-04 3:46:02 PM |
Chg.+0.009 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+13.04% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
550.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
-0.54 |
| Time value: |
0.08 |
| Break-even: |
571.40 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
13.70% |
| Delta: |
0.25 |
| Theta: |
-0.06 |
| Omega: |
15.62 |
| Rho: |
0.66 |
Quote data
| Open: |
0.072 |
| High: |
0.078 |
| Low: |
0.072 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
-9.30% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
-35.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.052 |
| 1M High / 1M Low: |
0.100 |
0.052 |
| 6M High / 6M Low: |
0.270 |
0.052 |
| High (YTD): |
2024-03-28 |
0.270 |
| Low (YTD): |
2024-05-30 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.17% |
| Volatility 6M: |
|
170.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
