BNP Paribas Call 400 SCMN 18.12.2.../  DE000PC9VUF2  /

EUWAX
2024-05-31  10:12:11 AM Chg.+0.08 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.12EUR +7.69% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 400.00 CHF 2026-12-18 Call
 

Master data

WKN: PC9VUF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 400.00 CHF
Maturity: 2026-12-18
Issue date: 2024-05-15
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.39
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.88
Implied volatility: -
Historic volatility: 0.17
Parity: 0.88
Time value: 0.25
Break-even: 521.80
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.02
Spread abs.: 0.06
Spread %: 5.61%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.75%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.12 1.04
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -