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

EUWAX
2024-05-15  10:14:57 AM Chg.-0.010 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.460EUR -2.13% -
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: -10.42
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.01
Time value: 0.49
Break-even: 460.79
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.26%
Delta: -0.36
Theta: -0.03
Omega: -3.76
Rho: -3.73
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month  
+2.22%
3 Months
  -22.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.460
1M High / 1M Low: 0.540 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.481
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -