BNP Paribas Put 550 SCMN 20.12.2024
/ DE000PC21YY5
BNP Paribas Put 550 SCMN 20.12.20.../ DE000PC21YY5 /
| 2024-05-15 4:21:11 PM |
Chg.-0.020 |
Bid5:02:04 PM |
Ask5:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
550.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC21YY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.50 |
| Time value: |
0.06 |
| Break-even: |
504.77 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.64 |
| Theta: |
-0.03 |
| Omega: |
-5.84 |
| Rho: |
-2.30 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.520 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
-23.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.530 |
| 1M High / 1M Low: |
0.640 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
