BNP Paribas Call 210 SCHP 20.12.2024
/ DE000PC70U42
BNP Paribas Call 210 SCHP 20.12.2.../ DE000PC70U42 /
| 2024-07-25 2:21:10 PM |
Chg.-0.180 |
Bid2:31:59 PM |
Ask2:31:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
-7.35% |
2.290
Bid Size: 9,750 |
2.300
Ask Size: 9,750 |
SCHINDLER PS |
210.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC70U4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 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: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
1.83 |
| Time value: |
0.72 |
| Break-even: |
244.37 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
7.32 |
| Rho: |
0.65 |
Quote data
| Open: |
2.290 |
| High: |
2.330 |
| Low: |
2.220 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.98% |
| 1 Month |
|
|
-11.67% |
| 3 Months |
|
|
-18.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.670 |
2.370 |
| 1M High / 1M Low: |
2.790 |
2.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
