BNP Paribas Call 220 SCHP 20.06.2025
/ DE000PC70U91
BNP Paribas Call 220 SCHP 20.06.2.../ DE000PC70U91 /
| 2024-07-12 9:21:03 AM |
Chg.0.000 |
Bid9:36:47 AM |
Ask9:36:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
0.00% |
2.290
Bid Size: 5,750 |
2.300
Ask Size: 5,750 |
SCHINDLER PS |
220.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC70U9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.76 |
| Time value: |
1.58 |
| Break-even: |
249.41 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
6.88 |
| Rho: |
1.29 |
Quote data
| Open: |
2.290 |
| High: |
2.290 |
| Low: |
2.290 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.87% |
| 1 Month |
|
|
-25.16% |
| 3 Months |
|
|
-4.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
2.240 |
| 1M High / 1M Low: |
3.110 |
2.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
