BNP Paribas Call 250 SCHP 20.06.2025
/ DE000PC70U75
BNP Paribas Call 250 SCHP 20.06.2.../ DE000PC70U75 /
| 07/11/2024 09:44:15 |
Chg.-0.19 |
Bid15:03:22 |
Ask15:03:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-9.84% |
1.92
Bid Size: 6,250 |
1.93
Ask Size: 6,250 |
SCHINDLER PS |
250.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC70U7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
0.26 |
| Time value: |
1.42 |
| Break-even: |
282.61 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
9.87 |
| Rho: |
0.92 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.19% |
| 1 Month |
|
|
+10.13% |
| 3 Months |
|
|
+138.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.67 |
| 1M High / 1M Low: |
2.27 |
1.41 |
| 6M High / 6M Low: |
2.27 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.13% |
| Volatility 6M: |
|
135.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
