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

Frankfurt Zert./BNP
2024-05-31  4:21:10 PM Chg.+0.010 Bid5:01:23 PM Ask5:01:23 PM Underlying Strike price Expiration date Option type
0.190EUR +5.56% -
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: 24.83
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.17
Parity: -0.65
Time value: 0.20
Break-even: 582.10
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.38
Theta: -0.05
Omega: 9.42
Rho: 2.62
 

Quote data

Open: 0.190
High: 0.190
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -26.92%
3 Months
  -9.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.230 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -