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

Frankfurt Zert./BNP
10/31/2024  4:21:12 PM Chg.+0.090 Bid5:17:44 PM Ask5:17:44 PM Underlying Strike price Expiration date Option type
0.260EUR +52.94% -
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: -32.61
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.56
Time value: 0.18
Break-even: 513.43
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.24
Theta: -0.06
Omega: -7.82
Rho: -1.01
 

Quote data

Open: 0.160
High: 0.260
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+85.71%
1 Month  
+62.50%
3 Months  
+13.04%
YTD
  -54.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.180 0.130
6M High / 6M Low: 0.450 0.130
High (YTD): 2/9/2024 0.570
Low (YTD): 10/18/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.60%
Volatility 6M:   81.60%
Volatility 1Y:   -
Volatility 3Y:   -