BNP Paribas Call 220 SCHP 20.06.2025
/ DE000PC70U91
BNP Paribas Call 220 SCHP 20.06.2.../ DE000PC70U91 /
7/12/2024 10:21:04 AM |
Chg.+0.040 |
Bid11:05:39 AM |
Ask11:05:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.330EUR |
+1.75% |
2.410 Bid Size: 5,750 |
2.420 Ask Size: 5,750 |
SCHINDLER PS |
220.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
PC70U9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHINDLER PS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
6/19/2025 |
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: |
2.330 |
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 |
|
|
-23.86% |
3 Months |
|
|
-3.32% |
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: |
|
- |