BNP Paribas Call 260 SCHP 20.12.2024
/ DE000PC87BZ1
BNP Paribas Call 260 SCHP 20.12.2.../ DE000PC87BZ1 /
| 2024-07-25 12:21:10 PM |
Chg.-0.030 |
Bid1:08:12 PM |
Ask1:08:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-15.00% |
0.150
Bid Size: 14,750 |
0.160
Ask Size: 14,750 |
SCHINDLER PS |
260.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC87BZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
107.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-3.38 |
| Time value: |
0.22 |
| Break-even: |
273.18 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.16 |
| Theta: |
-0.03 |
| Omega: |
17.51 |
| Rho: |
0.15 |
Quote data
| Open: |
0.160 |
| High: |
0.170 |
| Low: |
0.160 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.04% |
| 1 Month |
|
|
-48.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.180 |
| 1M High / 1M Low: |
0.330 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
