BNP Paribas Put 500 SCMN 19.12.20.../  DE000PC39CL0  /

Frankfurt Zert./BNP
2024-06-07  4:21:08 PM Chg.+0.020 Bid5:10:45 PM Ask5:10:45 PM Underlying Strike price Expiration date Option type
0.470EUR +4.44% -
Bid Size: -
-
Ask Size: -
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: -10.77
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.01
Time value: 0.48
Break-even: 468.28
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 2.13%
Delta: -0.37
Theta: -0.03
Omega: -3.94
Rho: -3.63
 

Quote data

Open: 0.460
High: 0.470
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.08%
1 Month
  -7.84%
3 Months
  -18.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.450
1M High / 1M Low: 0.530 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.486
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -