BNP Paribas Call 550 SCMN 19.12.2.../  DE000PC39CK2  /

Frankfurt Zert./BNP
2024-05-21  4:21:08 PM Chg.-0.020 Bid4:41:44 PM Ask4:41:44 PM Underlying Strike price Expiration date Option type
0.210EUR -8.70% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 550.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39CK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.92
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.17
Parity: -0.54
Time value: 0.24
Break-even: 580.33
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.43
Theta: -0.05
Omega: 9.00
Rho: 3.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -38.24%
3 Months
  -22.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.340 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.225
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -