BNP Paribas Put 200 SCHP 19.12.2025
/ DE000PC70VV4
BNP Paribas Put 200 SCHP 19.12.20.../ DE000PC70VV4 /
03/01/2025 16:20:12 |
Chg.+0.020 |
Bid17:13:07 |
Ask17:13:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+3.64% |
- Bid Size: - |
- Ask Size: - |
SCHINDLER PS |
200.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PC70VV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHINDLER PS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-45.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
-5.11 |
Time value: |
0.58 |
Break-even: |
207.74 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
-0.15 |
Theta: |
-0.02 |
Omega: |
-6.63 |
Rho: |
-0.42 |
Quote data
Open: |
0.530 |
High: |
0.590 |
Low: |
0.530 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
+26.67% |
3 Months |
|
|
-30.49% |
YTD |
|
|
+3.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.550 |
1M High / 1M Low: |
0.600 |
0.430 |
6M High / 6M Low: |
1.450 |
0.430 |
High (YTD): |
03/01/2025 |
0.570 |
Low (YTD): |
03/01/2025 |
0.570 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.560 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.498 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.866 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.35% |
Volatility 6M: |
|
92.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |