BNP Paribas Call 500 SCMN 20.06.2.../  DE000PC1MB68  /

Frankfurt Zert./BNP
23/01/2025  16:20:22 Chg.-0.010 Bid23/01/2025 Ask23/01/2025 Underlying Strike price Expiration date Option type
0.220EUR -4.35% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 20/06/2025 Call
 

Master data

WKN: PC1MB6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.44
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.06
Implied volatility: 0.14
Historic volatility: 0.16
Parity: 0.06
Time value: 0.19
Break-even: 554.76
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.62
Theta: -0.08
Omega: 13.32
Rho: 1.25
 

Quote data

Open: 0.240
High: 0.240
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month     0.00%
3 Months
  -69.01%
YTD
  -4.35%
1 Year
  -48.84%
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.230
1M High / 1M Low: 0.280 0.210
6M High / 6M Low: 0.810 0.200
High (YTD): 21/01/2025 0.280
Low (YTD): 06/01/2025 0.210
52W High: 17/10/2024 0.810
52W Low: 20/12/2024 0.200
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   0.448
Avg. volume 1Y:   0.000
Volatility 1M:   117.86%
Volatility 6M:   103.16%
Volatility 1Y:   104.95%
Volatility 3Y:   -