BNP Paribas Call 260 SCHP 20.06.2.../  DE000PC70U67  /

Frankfurt Zert./BNP
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:   -