BNP Paribas Call 600 SCMN 20.12.2024
/ DE000PN8TRT2
BNP Paribas Call 600 SCMN 20.12.2.../ DE000PN8TRT2 /
2024-06-04 12:21:10 PM |
Chg.0.000 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
0.00% |
0.019 Bid Size: 78,000 |
0.029 Ask Size: 78,000 |
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: |
181.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.17 |
Parity: |
-1.05 |
Time value: |
0.03 |
Break-even: |
617.09 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
55.56% |
Delta: |
0.10 |
Theta: |
-0.03 |
Omega: |
17.94 |
Rho: |
0.26 |
Quote data
Open: |
0.019 |
High: |
0.019 |
Low: |
0.018 |
Previous Close: |
0.019 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+35.71% |
1 Month |
|
|
-20.83% |
3 Months |
|
|
-38.71% |
YTD |
|
|
-55.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.019 |
0.013 |
1M High / 1M Low: |
0.026 |
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: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.044 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.80% |
Volatility 6M: |
|
216.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |