BNP Paribas Call 600 SCMN 19.12.2.../  DE000PC70285  /

Frankfurt Zert./BNP
05/06/2024  10:21:01 Chg.+0.010 Bid05/06/2024 Ask05/06/2024 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 27,000
0.140
Ask Size: 27,000
SWISSCOM N 600.00 CHF 19/12/2025 Call
 

Master data

WKN: PC7028
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 19/12/2025
Issue date: 09/04/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 39.69
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.17
Parity: -1.04
Time value: 0.13
Break-even: 632.55
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.26
Theta: -0.04
Omega: 10.37
Rho: 1.88
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+51.90%
1 Month  
+20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.079
1M High / 1M Low: 0.110 0.078
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -