BNP Paribas Call 260 SCHP 20.06.2025
/ DE000PC70U67
BNP Paribas Call 260 SCHP 20.06.2.../ DE000PC70U67 /
| 2024-07-25 10:06:58 AM |
Chg.-0.090 |
Bid5:12:15 PM |
Ask5:12:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-14.29% |
0.600
Bid Size: 6,750 |
0.610
Ask Size: 6,750 |
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: |
37.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
-3.38 |
| Time value: |
0.63 |
| Break-even: |
277.28 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
10.91 |
| Rho: |
0.56 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
-31.65% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.520 |
| 1M High / 1M Low: |
0.790 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
