BNP Paribas Call 550 SCMN 20.12.2024
/ DE000PN7C8A9
BNP Paribas Call 550 SCMN 20.12.2.../ DE000PN7C8A9 /
| 2024-06-07 10:13:42 AM |
Chg.+0.003 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+3.45% |
-
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: |
55.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.51 |
| Time value: |
0.09 |
| Break-even: |
577.31 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
11.90% |
| Delta: |
0.28 |
| Theta: |
-0.06 |
| Omega: |
15.14 |
| Rho: |
0.71 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.63% |
| 1 Month |
|
|
+4.65% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.069 |
| 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: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.19% |
| Volatility 6M: |
|
171.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
