BNP Paribas Put 550 SWZCF 21.06.2024
/ DE000PC075X4
BNP Paribas Put 550 SWZCF 21.06.2.../ DE000PC075X4 /
| 2024-04-30 10:20:07 AM |
Chg.0.000 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
-0.67 |
| Theta: |
-0.21 |
| Omega: |
-6.67 |
| Rho: |
-0.55 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
+123.81% |
| 3 Months |
|
|
-17.54% |
| YTD |
|
|
-32.86% |
| 1 Year |
|
|
+80.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.390 |
| 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: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.490 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
124.54% |
| Volatility 6M: |
|
142.09% |
| Volatility 1Y: |
|
117.53% |
| Volatility 3Y: |
|
- |
