BNP Paribas Call 200 SCHP 20.06.2025
/ DE000PC70VA8
BNP Paribas Call 200 SCHP 20.06.2.../ DE000PC70VA8 /
| 08/08/2024 16:21:27 |
Chg.-0.180 |
Bid17:14:50 |
Ask17:14:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.500EUR |
-4.89% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
200.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC70VA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
2.27 |
| Time value: |
1.41 |
| Break-even: |
249.29 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
4.90 |
| Rho: |
1.24 |
Quote data
| Open: |
3.420 |
| High: |
3.500 |
| Low: |
3.340 |
| Previous Close: |
3.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.84% |
| 1 Month |
|
|
-5.91% |
| 3 Months |
|
|
-26.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.880 |
3.440 |
| 1M High / 1M Low: |
4.260 |
3.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
