BNP Paribas Put 550 SWZCF 21.06.2024
/ DE000PC075X4
BNP Paribas Put 550 SWZCF 21.06.2.../ DE000PC075X4 /
| 5/10/2024 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 - |
6/21/2024 |
Put |
Master data
| WKN: |
PC075X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SwissCom AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
4/17/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.17 |
| Parity: |
0.43 |
| Time value: |
0.10 |
| Break-even: |
498.00 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
-0.70 |
| Theta: |
-0.28 |
| Omega: |
-6.86 |
| Rho: |
-0.39 |
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 |
|
|
+14.29% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-31.43% |
| 1 Year |
|
|
+54.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.480 |
| 1M High / 1M Low: |
0.590 |
0.350 |
| 6M High / 6M Low: |
0.760 |
0.210 |
| High (YTD): |
2/9/2024 |
0.760 |
| Low (YTD): |
3/28/2024 |
0.210 |
| 52W High: |
2/9/2024 |
0.760 |
| 52W Low: |
3/28/2024 |
0.210 |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.501 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
161.00% |
| Volatility 6M: |
|
144.94% |
| Volatility 1Y: |
|
121.40% |
| Volatility 3Y: |
|
- |
