BNP Paribas Call 520 SCMN 21.06.2.../  DE000PC870G3  /

Frankfurt Zert./BNP
2024-06-05  4:21:11 PM Chg.+0.007 Bid5:15:48 PM Ask5:15:48 PM Underlying Strike price Expiration date Option type
0.010EUR +233.33% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 520.00 CHF 2024-06-21 Call
 

Master data

WKN: PC870G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 520.00 CHF
Maturity: 2024-06-21
Issue date: 2024-05-03
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 234.55
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.21
Time value: 0.02
Break-even: 539.14
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 1.72
Spread abs.: 0.02
Spread %: 1,000.00%
Delta: 0.19
Theta: -0.19
Omega: 44.11
Rho: 0.04
 

Quote data

Open: 0.007
High: 0.018
Low: 0.007
Previous Close: 0.003
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+900.00%
1 Month
  -68.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.001
1M High / 1M Low: 0.041 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,124.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -