BNP Paribas Call 500 SCMN 19.12.2.../  DE000PC39CJ4  /

EUWAX
2024-05-31  10:12:08 AM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.390EUR +14.71% -
Bid Size: -
-
Ask Size: -
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: 13.07
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.17
Parity: -0.14
Time value: 0.38
Break-even: 549.00
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.61
Theta: -0.05
Omega: 7.93
Rho: 4.09
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month
  -20.41%
3 Months
  -9.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.450 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -