BNP Paribas Put 500 SCMN 20.06.20.../  DE000PC1MB84  /

Frankfurt Zert./BNP
6/17/2024  4:21:11 PM Chg.+0.010 Bid4:45:35 PM Ask4:45:35 PM Underlying Strike price Expiration date Option type
0.440EUR +2.33% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 6/20/2025 Put
 

Master data

WKN: PC1MB8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 6/20/2025
Issue date: 12/11/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -11.76
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.07
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 0.07
Time value: 0.37
Break-even: 480.71
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.33%
Delta: -0.42
Theta: -0.04
Omega: -4.89
Rho: -2.61
 

Quote data

Open: 0.430
High: 0.440
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.82%
1 Month  
+15.79%
3 Months  
+15.79%
YTD
  -22.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.390
1M High / 1M Low: 0.450 0.360
6M High / 6M Low: 0.570 0.260
High (YTD): 2/9/2024 0.570
Low (YTD): 3/27/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.49%
Volatility 6M:   78.38%
Volatility 1Y:   -
Volatility 3Y:   -