BNP Paribas Call 230 SCHP 20.12.2024
/ DE000PC70U26
BNP Paribas Call 230 SCHP 20.12.2.../ DE000PC70U26 /
| 29/08/2024 10:21:21 |
Chg.+0.050 |
Bid10:27:21 |
Ask10:27:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+4.20% |
1.250
Bid Size: 7,500 |
1.260
Ask Size: 7,500 |
SCHINDLER PS |
230.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC70U2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.06 |
| Time value: |
1.15 |
| Break-even: |
257.09 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.55 |
| Theta: |
-0.06 |
| Omega: |
11.79 |
| Rho: |
0.38 |
Quote data
| Open: |
1.220 |
| High: |
1.240 |
| Low: |
1.220 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
-29.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
0.980 |
| 1M High / 1M Low: |
1.500 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
