BNP Paribas Call 450 SCMN 20.06.2025
/ DE000PC1MB50
BNP Paribas Call 450 SCMN 20.06.2.../ DE000PC1MB50 /
| 2024-05-15 9:23:42 AM |
Chg.-0.020 |
Bid8:00:06 PM |
Ask8:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-2.74% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
450.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC1MB5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.17 |
| Parity: |
0.52 |
| Time value: |
0.21 |
| Break-even: |
531.81 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
6.39 |
| Rho: |
4.32 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
-18.39% |
| 3 Months |
|
|
+2.90% |
| YTD |
|
|
-2.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.690 |
| 1M High / 1M Low: |
0.920 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
1.090 |
| Low (YTD): |
2024-02-09 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.723 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
