BNP Paribas Put 550 SWZCF 21.06.2024
/ DE000PC075X4
BNP Paribas Put 550 SWZCF 21.06.2.../ DE000PC075X4 /
2024-05-10 10:17:37 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
- |
- Bid Size: - |
- Ask Size: - |
SwissCom AG |
550.00 - |
2024-06-21 |
Put |
Master data
WKN: |
PC075X |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SwissCom AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-17 |
Last trading day: |
2024-05-13 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.35 |
Historic volatility: |
0.17 |
Parity: |
0.48 |
Time value: |
0.04 |
Break-even: |
498.00 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
4.00% |
Delta: |
-0.79 |
Theta: |
-0.19 |
Omega: |
-7.64 |
Rho: |
-0.38 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-14.29% |
YTD |
|
|
-31.43% |
1 Year |
|
|
+45.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.590 |
0.350 |
6M High / 6M Low: |
0.760 |
0.210 |
High (YTD): |
2024-02-09 |
0.760 |
Low (YTD): |
2024-03-28 |
0.210 |
52W High: |
2024-02-09 |
0.760 |
52W Low: |
2024-03-28 |
0.210 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.483 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.566 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.502 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
154.79% |
Volatility 6M: |
|
146.38% |
Volatility 1Y: |
|
121.33% |
Volatility 3Y: |
|
- |