BNP Paribas Call 250 SCHP 20.06.2025
/ DE000PC70U75
BNP Paribas Call 250 SCHP 20.06.2.../ DE000PC70U75 /
| 2024-07-25 10:06:58 AM |
Chg.-0.120 |
Bid2:17:07 PM |
Ask2:17:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-13.19% |
0.770
Bid Size: 6,000 |
0.780
Ask Size: 6,000 |
SCHINDLER PS |
250.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC70U7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
-2.34 |
| Time value: |
0.91 |
| Break-even: |
269.66 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.38 |
| Theta: |
-0.03 |
| Omega: |
9.89 |
| Rho: |
0.73 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.24% |
| 1 Month |
|
|
-27.52% |
| 3 Months |
|
|
-41.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.760 |
| 1M High / 1M Low: |
1.090 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
