BNP Paribas Call 600 SCMN 20.12.2024
/ DE000PN8TRT2
BNP Paribas Call 600 SCMN 20.12.2.../ DE000PN8TRT2 /
| 2024-05-22 1:21:09 PM |
Chg.-0.001 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-5.00% |
0.019
Bid Size: 75,000 |
0.029
Ask Size: 75,000 |
SWISSCOM N |
600.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN8TRT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
167.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
-1.04 |
| Time value: |
0.03 |
| Break-even: |
609.82 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
17.48 |
| Rho: |
0.29 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.019 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-69.84% |
| 3 Months |
|
|
-55.81% |
| YTD |
|
|
-55.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.020 |
| 1M High / 1M Low: |
0.063 |
0.020 |
| 6M High / 6M Low: |
0.090 |
0.020 |
| High (YTD): |
2024-03-27 |
0.090 |
| Low (YTD): |
2024-05-21 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.54% |
| Volatility 6M: |
|
211.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
