BNP Paribas Call 450 SCMN 19.12.2025
/ DE000PC39CH8
BNP Paribas Call 450 SCMN 19.12.2.../ DE000PC39CH8 /
| 2024-05-21 10:13:39 AM |
Chg.- |
Bid9:12:33 AM |
Ask9:12:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
0.730
Bid Size: 25,000 |
0.750
Ask Size: 25,000 |
SWISSCOM N |
450.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39CH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.17 |
| Parity: |
0.47 |
| Time value: |
0.28 |
| Break-even: |
530.12 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.95 |
| Theta: |
-0.05 |
| Omega: |
6.37 |
| Rho: |
6.35 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
-19.57% |
| 3 Months |
|
|
-7.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.740 |
| 1M High / 1M Low: |
0.930 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
