BNP Paribas Call 240 SCHP 20.06.2025
/ DE000PC70U83
BNP Paribas Call 240 SCHP 20.06.2.../ DE000PC70U83 /
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: |
|
- |