BNP Paribas Call 200 SCHP 20.12.2024
/ DE000PC70U59
BNP Paribas Call 200 SCHP 20.12.2.../ DE000PC70U59 /
| 9/18/2024 4:21:24 PM |
Chg.-0.090 |
Bid4:54:53 PM |
Ask4:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.630EUR |
-1.91% |
4.640
Bid Size: 8,000 |
4.660
Ask Size: 8,000 |
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: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.57 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
4.38 |
| Time value: |
0.34 |
| Break-even: |
259.62 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
4.97 |
| Rho: |
0.48 |
Quote data
| Open: |
4.710 |
| High: |
4.710 |
| Low: |
4.620 |
| Previous Close: |
4.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.69% |
| 1 Month |
|
|
+38.62% |
| 3 Months |
|
|
+16.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.720 |
4.260 |
| 1M High / 1M Low: |
4.720 |
3.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
