BNP Paribas Put 200 SCHP 19.12.20.../  DE000PC70VV4  /

Frankfurt Zert./BNP
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:   -