BNP Paribas Call 450 SCMN 20.06.2.../  DE000PC1MB50  /

Frankfurt Zert./BNP
1/23/2025  4:20:17 PM Chg.-0.010 Bid5:05:39 PM Ask5:05:39 PM Underlying Strike price Expiration date Option type
0.630EUR -1.56% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 450.00 CHF 6/20/2025 Call
 

Master data

WKN: PC1MB5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 450.00 CHF
Maturity: 6/20/2025
Issue date: 12/11/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.00
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.59
Implied volatility: 0.16
Historic volatility: 0.16
Parity: 0.59
Time value: 0.08
Break-even: 543.78
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.91
Theta: -0.06
Omega: 7.25
Rho: 1.70
 

Quote data

Open: 0.650
High: 0.650
Low: 0.620
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.97%
1 Month  
+3.28%
3 Months
  -47.06%
YTD     0.00%
1 Year
  -20.25%
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.640
1M High / 1M Low: 0.720 0.600
6M High / 6M Low: 1.290 0.580
High (YTD): 1/17/2025 0.720
Low (YTD): 1/6/2025 0.600
52W High: 10/17/2024 1.290
52W Low: 12/20/2024 0.580
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.655
Avg. volume 1M:   0.000
Avg. price 6M:   0.912
Avg. volume 6M:   0.000
Avg. price 1Y:   0.837
Avg. volume 1Y:   0.000
Volatility 1M:   64.20%
Volatility 6M:   66.91%
Volatility 1Y:   72.54%
Volatility 3Y:   -