BNP Paribas Call 250 SCHP 20.06.2025
/ DE000PC70U75
BNP Paribas Call 250 SCHP 20.06.2.../ DE000PC70U75 /
| 7/12/2024 11:21:09 AM |
Chg.+0.070 |
Bid11:23:18 AM |
Ask11:23:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+7.61% |
1.000
Bid Size: 5,750 |
1.010
Ask Size: 5,750 |
SCHINDLER PS |
250.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC70U7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
24.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
-2.32 |
| Time value: |
0.95 |
| Break-even: |
266.33 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.39 |
| Theta: |
-0.03 |
| Omega: |
9.50 |
| Rho: |
0.76 |
Quote data
| Open: |
0.920 |
| High: |
0.990 |
| Low: |
0.920 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.32% |
| 1 Month |
|
|
-31.72% |
| 3 Months |
|
|
-12.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.890 |
| 1M High / 1M Low: |
1.480 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
