BNP Paribas Put 500 SCMN 19.06.20.../  DE000PC9VUG0  /

Frankfurt Zert./BNP
6/14/2024  4:21:14 PM Chg.+0.010 Bid5:07:35 PM Ask5:07:35 PM Underlying Strike price Expiration date Option type
0.670EUR +1.52% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 6/19/2026 Put
 

Master data

WKN: PC9VUG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 6/19/2026
Issue date: 5/15/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -7.28
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.08
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 0.08
Time value: 0.63
Break-even: 453.71
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 4.41%
Delta: -0.36
Theta: -0.03
Omega: -2.65
Rho: -5.21
 

Quote data

Open: 0.670
High: 0.680
Low: 0.670
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.84%
1 Month  
+11.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.630
1M High / 1M Low: 0.670 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -