BNP Paribas Call 600 SCMN 20.12.2024
/ DE000PN8TRT2
BNP Paribas Call 600 SCMN 20.12.2.../ DE000PN8TRT2 /
| 2024-05-31 10:20:59 AM |
Chg.+0.002 |
Bid10:52:50 AM |
Ask10:52:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
+15.38% |
0.015
Bid Size: 96,000 |
0.025
Ask Size: 96,000 |
SWISSCOM N |
600.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN8TRT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
215.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
-1.17 |
| Time value: |
0.02 |
| Break-even: |
615.50 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
76.92% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
17.73 |
| Rho: |
0.21 |
Quote data
| Open: |
0.014 |
| High: |
0.015 |
| Low: |
0.014 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-61.54% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
-65.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.013 |
| 1M High / 1M Low: |
0.039 |
0.013 |
| 6M High / 6M Low: |
0.090 |
0.013 |
| High (YTD): |
2024-03-27 |
0.090 |
| Low (YTD): |
2024-05-30 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.34% |
| Volatility 6M: |
|
212.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
