BNP Paribas Put 500 SCMN 18.12.20.../  DE000PC9VUH8  /

Frankfurt Zert./BNP
2024-05-31  4:21:25 PM Chg.-0.030 Bid5:19:44 PM Ask5:19:44 PM Underlying Strike price Expiration date Option type
0.680EUR -4.23% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 2026-12-18 Put
 

Master data

WKN: PC9VUH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 2026-12-18
Issue date: 2024-05-15
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -6.71
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.14
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.14
Time value: 0.60
Break-even: 437.00
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 4.23%
Delta: -0.35
Theta: -0.02
Omega: -2.36
Rho: -6.35
 

Quote data

Open: 0.700
High: 0.700
Low: 0.680
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.680
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
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:   -