BNP Paribas Call 450 SCMN 20.06.2025
/ DE000PC1MB50
BNP Paribas Call 450 SCMN 20.06.2.../ DE000PC1MB50 /
| 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: |
PRE CALL |
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: |
|
- |