BNP Paribas Call 500 SCMN 18.12.2.../  DE000PC9VUD7  /

EUWAX
2024-05-31  10:12:11 AM Chg.+0.040 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.460EUR +9.52% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 2026-12-18 Call
 

Master data

WKN: PC9VUD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 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: 10.57
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.17
Parity: -0.14
Time value: 0.47
Break-even: 558.00
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 6.82%
Delta: 0.70
Theta: -0.04
Omega: 7.45
Rho: 7.73
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.22%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.420
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
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:   -