BNP Paribas Call 200 SCHP 20.12.2024
/ DE000PC70U59
BNP Paribas Call 200 SCHP 20.12.2.../ DE000PC70U59 /
| 7/12/2024 10:21:23 AM |
Chg.+0.070 |
Bid10:43:22 AM |
Ask10:43:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.340EUR |
+2.14% |
3.380
Bid Size: 9,750 |
3.400
Ask Size: 9,750 |
SCHINDLER PS |
200.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC70U5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
2.81 |
| Time value: |
0.54 |
| Break-even: |
238.96 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
6.08 |
| Rho: |
0.75 |
Quote data
| Open: |
3.280 |
| High: |
3.340 |
| Low: |
3.280 |
| Previous Close: |
3.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.34% |
| 1 Month |
|
|
-18.93% |
| 3 Months |
|
|
+4.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.420 |
3.200 |
| 1M High / 1M Low: |
4.200 |
3.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
