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BNP Paribas Put 550 SWZCF 21.06.2.../  DE000PC075X4  /

EUWAX
2024-05-02  10:41:44 AM Chg.+0.120 Bid3:27:41 PM Ask3:27:41 PM Underlying Strike price Expiration date Option type
0.590EUR +25.53% 0.610
Bid Size: 60,000		 0.630
Ask Size: 60,000		 SwissCom AG 550.00 - 2024-06-21 Put
 

Master data

WKN: PC075X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Put
Strike price: 550.00 -
Maturity: 2024-06-21
Issue date: 2023-04-17
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -10.01
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.40
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 0.40
Time value: 0.12
Break-even: 499.00
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 4.08%
Delta: -0.67
Theta: -0.21
Omega: -6.68
Rho: -0.54
 

Quote data

Open: 0.610
High: 0.610
Low: 0.590
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.09%
1 Month  
+68.57%
3 Months
  -10.61%
YTD
  -15.71%
1 Year  
+126.92%
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.440
1M High / 1M Low: 0.490 0.310
6M High / 6M Low: 0.760 0.210
High (YTD): 2024-02-09 0.760
Low (YTD): 2024-03-28 0.210
52W High: 2024-02-09 0.760
52W Low: 2024-03-28 0.210
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   0.572
Avg. volume 6M:   0.000
Avg. price 1Y:   0.490
Avg. volume 1Y:   0.000
Volatility 1M:   124.54%
Volatility 6M:   139.55%
Volatility 1Y:   117.53%
Volatility 3Y:   -