BNP Paribas Call 200 SCHP 20.06.2025
/ DE000PC70VA8
BNP Paribas Call 200 SCHP 20.06.2.../ DE000PC70VA8 /
| 12/07/2024 15:21:28 |
Chg.+0.240 |
Bid15:21:55 |
Ask15:21:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.910EUR |
+6.54% |
3.930
Bid Size: 7,500 |
3.950
Ask Size: 7,500 |
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: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
2.81 |
| Time value: |
0.93 |
| Break-even: |
242.86 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
5.45 |
| Rho: |
1.56 |
Quote data
| Open: |
3.680 |
| High: |
3.910 |
| Low: |
3.680 |
| Previous Close: |
3.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.36% |
| 1 Month |
|
|
-13.69% |
| 3 Months |
|
|
+6.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.820 |
3.610 |
| 1M High / 1M Low: |
4.600 |
3.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
