BNP Paribas Call 450 SCMN 19.06.2026
/ DE000PC9VUB1
BNP Paribas Call 450 SCMN 19.06.2.../ DE000PC9VUB1 /
| 2024-05-31 4:21:11 PM |
Chg.+0.030 |
Bid5:01:23 PM |
Ask5:01:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
450.00 CHF |
2026-06-19 |
Call |
Master data
| WKN: |
PC9VUB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
2026-06-19 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2026-06-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.35 |
| Break-even: |
531.90 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
6.55 |
| Rho: |
8.20 |
Quote data
| Open: |
0.710 |
| High: |
0.730 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.80% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.680 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
