BNP Paribas Call 250 SCHP 20.12.2024
/ DE000PC70U00
BNP Paribas Call 250 SCHP 20.12.2.../ DE000PC70U00 /
| 2024-11-19 4:21:05 PM |
Chg.-0.060 |
Bid5:18:57 PM |
Ask5:18:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
250.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC70U0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.27 |
| Time value: |
0.54 |
| Break-even: |
275.21 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.60 |
| Theta: |
-0.11 |
| Omega: |
19.88 |
| Rho: |
0.13 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.650 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.21% |
| 1 Month |
|
|
-52.94% |
| 3 Months |
|
|
+94.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.780 |
| 1M High / 1M Low: |
1.470 |
0.770 |
| 6M High / 6M Low: |
1.530 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.71% |
| Volatility 6M: |
|
227.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
