BNP Paribas Call 240 SCHP 19.12.2025
/ DE000PC70VD2
BNP Paribas Call 240 SCHP 19.12.2.../ DE000PC70VD2 /
8/29/2024 4:21:08 PM |
Chg.+0.120 |
Bid5:15:35 PM |
Ask5:15:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.990EUR |
+6.42% |
- Bid Size: - |
- Ask Size: - |
SCHINDLER PS |
240.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
PC70VD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHINDLER PS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.18 |
Parity: |
-1.13 |
Time value: |
1.85 |
Break-even: |
274.77 |
Moneyness: |
0.96 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.54% |
Delta: |
0.54 |
Theta: |
-0.03 |
Omega: |
7.17 |
Rho: |
1.49 |
Quote data
Open: |
1.900 |
High: |
2.000 |
Low: |
1.900 |
Previous Close: |
1.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.51% |
1 Month |
|
|
-1.00% |
3 Months |
|
|
-18.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.050 |
1.700 |
1M High / 1M Low: |
2.140 |
1.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.845 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |