BNP Paribas Call 200 SCHP 20.12.2024
/ DE000PC70U59
BNP Paribas Call 200 SCHP 20.12.2.../ DE000PC70U59 /
| 2024-06-26 4:21:29 PM |
Chg.-0.350 |
Bid5:19:56 PM |
Ask5:19:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
-10.42% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
200.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC70U5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
2.52 |
| Time value: |
0.75 |
| Break-even: |
241.32 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
5.86 |
| Rho: |
0.77 |
Quote data
| Open: |
3.310 |
| High: |
3.320 |
| Low: |
2.910 |
| Previous Close: |
3.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.95% |
| 1 Month |
|
|
-33.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.000 |
3.360 |
| 1M High / 1M Low: |
4.290 |
3.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
