BNP Paribas Call 220 SCHP 19.09.2025
/ DE000PG417Z9
BNP Paribas Call 220 SCHP 19.09.2.../ DE000PG417Z9 /
| 2024-11-15 9:29:25 AM |
Chg.+0.05 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.34EUR |
+1.17% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
220.00 CHF |
2025-09-19 |
Call |
Master data
| WKN: |
PG417Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.17 |
| Parity: |
3.69 |
| Time value: |
0.64 |
| Break-even: |
278.41 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
6.06 |
| Rho: |
1.84 |
Quote data
| Open: |
4.34 |
| High: |
4.34 |
| Low: |
4.34 |
| Previous Close: |
4.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.69% |
| 1 Month |
|
|
+9.60% |
| 3 Months |
|
|
+71.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.64 |
4.14 |
| 1M High / 1M Low: |
4.88 |
3.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
