BNP Paribas Call 500 SCMN 20.12.2024
/ DE000PN7C792
BNP Paribas Call 500 SCMN 20.12.2.../ DE000PN7C792 /
| 22/05/2024 15:21:11 |
Chg.-0.010 |
Bid15:43:44 |
Ask15:43:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.260
Bid Size: 32,000 |
0.270
Ask Size: 32,000 |
SWISSCOM N |
500.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C79 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.03 |
| Time value: |
0.28 |
| Break-even: |
533.68 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
10.34 |
| Rho: |
1.52 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-43.48% |
| 3 Months |
|
|
-21.21% |
| YTD |
|
|
-16.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
0.460 |
0.260 |
| 6M High / 6M Low: |
0.580 |
0.230 |
| High (YTD): |
27/03/2024 |
0.580 |
| Low (YTD): |
09/02/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.295 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.39% |
| Volatility 6M: |
|
132.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
