BNP Paribas Call 240 SCHP 20.06.2.../  DE000PC70U83  /

Frankfurt Zert./BNP
11/19/2024  4:21:04 PM Chg.-0.050 Bid5:18:57 PM Ask5:18:57 PM Underlying Strike price Expiration date Option type
2.250EUR -2.17% -
Bid Size: -
-
Ask Size: -
SCHINDLER PS 240.00 CHF 6/20/2025 Call
 

Master data

WKN: PC70U8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHINDLER PS
Type: Warrant
Option type: Call
Strike price: 240.00 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: 11.58
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 1.34
Implied volatility: 0.16
Historic volatility: 0.17
Parity: 1.34
Time value: 0.99
Break-even: 279.72
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.74
Theta: -0.04
Omega: 8.55
Rho: 1.03
 

Quote data

Open: 2.420
High: 2.420
Low: 2.160
Previous Close: 2.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month
  -23.21%
3 Months  
+75.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.590 2.300
1M High / 1M Low: 2.880 2.180
6M High / 6M Low: 2.930 1.060
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.442
Avg. volume 1W:   0.000
Avg. price 1M:   2.498
Avg. volume 1M:   0.000
Avg. price 6M:   1.801
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.25%
Volatility 6M:   121.24%
Volatility 1Y:   -
Volatility 3Y:   -