BNP Paribas Call 250 SCHP 20.12.2024
/ DE000PC70U00
BNP Paribas Call 250 SCHP 20.12.2.../ DE000PC70U00 /
| 15/10/2024 16:21:06 |
Chg.0.000 |
Bid17:19:33 |
Ask17:19:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
250.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC70U0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.13 |
| Time value: |
1.03 |
| Break-even: |
275.98 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.52 |
| Theta: |
-0.09 |
| Omega: |
13.44 |
| Rho: |
0.23 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.000 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.85% |
| 1 Month |
|
|
+34.67% |
| 3 Months |
|
|
+98.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.790 |
| 1M High / 1M Low: |
1.120 |
0.590 |
| 6M High / 6M Low: |
1.240 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.672 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.52% |
| Volatility 6M: |
|
194.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
