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

Frankfurt Zert./BNP
05/06/2024  16:21:10 Chg.-0.020 Bid16:29:35 Ask16:29:35 Underlying Strike price Expiration date Option type
0.360EUR -5.26% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 20/06/2025 Put
 

Master data

WKN: PC1MB8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -13.23
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.00
Time value: 0.39
Break-even: 477.29
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.39
Theta: -0.04
Omega: -5.17
Rho: -2.50
 

Quote data

Open: 0.360
High: 0.360
Low: 0.340
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -20.00%
3 Months
  -26.53%
YTD
  -36.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.380
1M High / 1M Low: 0.450 0.370
6M High / 6M Low: - -
High (YTD): 09/02/2024 0.570
Low (YTD): 27/03/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -