BNP Paribas Call 550 SWZCF 21.06.2024
/ DE000PC075M7
BNP Paribas Call 550 SWZCF 21.06..../ DE000PC075M7 /
2024-05-22 12:21:28 PM |
Chg.0.000 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 100,000 |
0.011 Ask Size: 100,000 |
SwissCom AG |
550.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PC075M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SwissCom AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-17 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
456.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
-0.48 |
Time value: |
0.01 |
Break-even: |
551.10 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
2.07 |
Spread abs.: |
0.01 |
Spread %: |
1,000.00% |
Delta: |
0.08 |
Theta: |
-0.08 |
Omega: |
36.97 |
Rho: |
0.03 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-98.18% |
3 Months |
|
|
-97.30% |
YTD |
|
|
-97.87% |
1 Year |
|
|
-99.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.055 |
0.001 |
6M High / 6M Low: |
0.130 |
0.001 |
High (YTD): |
2024-03-27 |
0.130 |
Low (YTD): |
2024-05-21 |
0.001 |
52W High: |
2023-05-22 |
0.680 |
52W Low: |
2024-05-21 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.012 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.046 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.186 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
547.82% |
Volatility 6M: |
|
432.63% |
Volatility 1Y: |
|
318.48% |
Volatility 3Y: |
|
- |