BNP Paribas Call 500 SCMN 20.06.2.../  DE000PC1MB68  /

Frankfurt Zert./BNP
2024-06-05  4:21:24 PM Chg.+0.030 Bid5:19:51 PM Ask5:19:51 PM Underlying Strike price Expiration date Option type
0.400EUR +8.11% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 2025-06-20 Call
 

Master data

WKN: PC1MB6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 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: 13.58
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.17
Parity: 0.00
Time value: 0.38
Break-even: 554.29
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.64
Theta: -0.06
Omega: 8.63
Rho: 3.02
 

Quote data

Open: 0.390
High: 0.420
Low: 0.390
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+11.11%
3 Months  
+11.11%
YTD  
+2.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.300
1M High / 1M Low: 0.400 0.290
6M High / 6M Low: - -
High (YTD): 2024-03-27 0.650
Low (YTD): 2024-05-27 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -