BNP Paribas Put 500 SCMN 19.12.2025
/ DE000PC39CL0
BNP Paribas Put 500 SCMN 19.12.20.../ DE000PC39CL0 /
| 2024-05-22 10:21:05 AM |
Chg.0.000 |
Bid10:24:24 AM |
Ask10:24:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
0.00% |
0.480
Bid Size: 20,000 |
0.500
Ask Size: 20,000 |
SWISSCOM N |
500.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
PC39CL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 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: |
-10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.03 |
| Time value: |
0.47 |
| Break-even: |
455.68 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
-0.37 |
| Theta: |
-0.03 |
| Omega: |
-3.73 |
| Rho: |
-3.73 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-12.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.460 |
| 1M High / 1M Low: |
0.540 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
