BNP Paribas Call 550 SCMN 19.06.2.../  DE000PC9VT93  /

EUWAX
5/31/2024  10:12:12 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.240EUR +14.29% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 550.00 CHF 6/19/2026 Call
 

Master data

WKN: PC9VT9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 6/19/2026
Issue date: 5/15/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 19.86
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.17
Parity: -0.65
Time value: 0.25
Break-even: 587.10
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.43
Theta: -0.04
Omega: 8.54
Rho: 3.87
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
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:   -