BNP Paribas Call 500 SCMN 21.06.2.../  DE000PN7BHK2  /

Frankfurt Zert./BNP
2024-06-12  4:21:09 PM Chg.-0.019 Bid5:19:57 PM Ask5:19:57 PM Underlying Strike price Expiration date Option type
0.023EUR -45.24% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 2024-06-21 Call
 

Master data

WKN: PN7BHK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 82.82
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -0.05
Time value: 0.06
Break-even: 524.82
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 1.42
Spread abs.: 0.02
Spread %: 47.62%
Delta: 0.42
Theta: -0.47
Omega: 34.75
Rho: 0.05
 

Quote data

Open: 0.037
High: 0.040
Low: 0.023
Previous Close: 0.042
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -79.09%
1 Month
  -79.09%
3 Months
  -85.63%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.042
1M High / 1M Low: 0.140 0.028
6M High / 6M Low: 0.560 0.028
High (YTD): 2024-03-27 0.560
Low (YTD): 2024-05-30 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   405.89%
Volatility 6M:   316.77%
Volatility 1Y:   -
Volatility 3Y:   -