BNP Paribas Put 500 SCMN 18.12.20.../  DE000PC9VUH8  /

EUWAX
09/10/2024  09:51:32 Chg.- Bid08:24:59 Ask08:24:59 Underlying Strike price Expiration date Option type
0.470EUR - -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 18/12/2026 Put
 

Master data

WKN: PC9VUH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 18/12/2026
Issue date: 15/05/2024
Last trading day: 17/12/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -11.93
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.53
Time value: 0.49
Break-even: 482.01
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 6.52%
Delta: -0.27
Theta: -0.03
Omega: -3.21
Rho: -4.52
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.08%
1 Month
  -6.00%
3 Months
  -20.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.470
1M High / 1M Low: 0.530 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -