BNP Paribas Put 500 SCMN 18.12.2026
/ DE000PC9VUH8
BNP Paribas Put 500 SCMN 18.12.20.../ DE000PC9VUH8 /
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: |
|
- |