BNP Paribas Call 550 SCMN 18.12.2.../  DE000PC9VUC9  /

EUWAX
2024-06-05  10:17:24 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.320EUR +10.34% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 550.00 CHF 2026-12-18 Call
 

Master data

WKN: PC9VUC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 2026-12-18
Issue date: 2024-05-15
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.64
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.17
Parity: -0.52
Time value: 0.33
Break-even: 600.92
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.53
Theta: -0.04
Omega: 8.24
Rho: 6.06
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.240
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -