BNP Paribas Call 500 SCMN 19.12.2025
/ DE000PC39CJ4
BNP Paribas Call 500 SCMN 19.12.2.../ DE000PC39CJ4 /
2024-04-29 10:19:08 AM |
Chg.+0.010 |
Bid2024-04-29 |
Ask2024-04-29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+2.08% |
0.490 Bid Size: 20,000 |
0.510 Ask Size: 20,000 |
SWISSCOM N |
500.00 CHF |
2025-12-19 |
Call |
Master data
WKN: |
PC39CJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISSCOM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 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: |
10.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.12 |
Historic volatility: |
0.17 |
Parity: |
0.03 |
Time value: |
0.48 |
Break-even: |
562.30 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
4.08% |
Delta: |
0.70 |
Theta: |
-0.06 |
Omega: |
7.07 |
Rho: |
5.08 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.04% |
1 Month |
|
|
-30.99% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.480 |
1M High / 1M Low: |
0.640 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.565 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |