BNP Paribas Put 600 SCMN 19.12.2025
/ DE000PC70293
BNP Paribas Put 600 SCMN 19.12.20.../ DE000PC70293 /
2024-05-16 10:21:02 AM |
Chg.+0.040 |
Bid11:04:19 AM |
Ask11:04:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
+3.48% |
1.180 Bid Size: 27,000 |
1.220 Ask Size: 27,000 |
SWISSCOM N |
600.00 CHF |
2025-12-19 |
Put |
Master data
WKN: |
PC7029 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISSCOM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 CHF |
Maturity: |
2025-12-19 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-12-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
1.02 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
1.02 |
Time value: |
0.18 |
Break-even: |
491.03 |
Moneyness: |
1.20 |
Premium: |
0.04 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.04 |
Spread %: |
3.45% |
Delta: |
-0.55 |
Theta: |
-0.03 |
Omega: |
-2.32 |
Rho: |
-6.35 |
Quote data
Open: |
1.190 |
High: |
1.190 |
Low: |
1.190 |
Previous Close: |
1.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.46% |
1 Month |
|
|
+3.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.150 |
1M High / 1M Low: |
1.270 |
1.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.165 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.172 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |