BNP Paribas Call 600 SCMN 19.12.2.../  DE000PC70285  /

EUWAX
2024-05-21  10:15:15 AM Chg.- Bid9:07:24 AM Ask9:07:24 AM Underlying Strike price Expiration date Option type
0.100EUR - 0.100
Bid Size: 27,000
0.120
Ask Size: 27,000
SWISSCOM N 600.00 CHF 2025-12-19 Call
 

Master data

WKN: PC7028
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 41.88
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.17
Parity: -1.04
Time value: 0.12
Break-even: 618.82
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.25
Theta: -0.04
Omega: 10.59
Rho: 1.82
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -41.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -