BNP Paribas Call 260 SCHP 20.06.2025
/ DE000PC70U67
BNP Paribas Call 260 SCHP 20.06.2.../ DE000PC70U67 /
2024-12-23 4:20:21 PM |
Chg.0.000 |
Bid5:19:49 PM |
Ask5:19:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SCHINDLER PS |
260.00 CHF |
2025-06-20 |
Call |
Master data
WKN: |
PC70U6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHINDLER PS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 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: |
33.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
-1.22 |
Time value: |
0.80 |
Break-even: |
285.76 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.41 |
Theta: |
-0.04 |
Omega: |
13.58 |
Rho: |
0.49 |
Quote data
Open: |
0.770 |
High: |
0.820 |
Low: |
0.770 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.95% |
1 Month |
|
|
-19.00% |
3 Months |
|
|
-37.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.810 |
1M High / 1M Low: |
1.630 |
0.810 |
6M High / 6M Low: |
1.630 |
0.490 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.833 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.960 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.56% |
Volatility 6M: |
|
150.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |