BNP Paribas Call 480 SCMN 20.09.2024
/ DE000PC870J7
BNP Paribas Call 480 SCMN 20.09.2.../ DE000PC870J7 /
| 2024-06-05 10:24:39 AM |
Chg.- |
Bid9:37:20 AM |
Ask9:37:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
- |
0.360
Bid Size: 40,000 |
0.370
Ask Size: 40,000 |
SWISSCOM N |
480.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PC870J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.20 |
| Time value: |
0.15 |
| Break-even: |
530.64 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.72 |
| Theta: |
-0.11 |
| Omega: |
10.57 |
| Rho: |
0.98 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.380 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.57% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.230 |
| 1M High / 1M Low: |
0.390 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
