BNP Paribas Put 250 SCHP 20.12.2024
/ DE000PC70VR2
BNP Paribas Put 250 SCHP 20.12.20.../ DE000PC70VR2 /
| 2024-07-25 4:21:07 PM |
Chg.+0.060 |
Bid5:19:22 PM |
Ask5:19:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.670EUR |
+2.30% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
250.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC70VR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
2.34 |
| Time value: |
0.18 |
| Break-even: |
235.36 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-6.59 |
| Rho: |
-0.78 |
Quote data
| Open: |
2.790 |
| High: |
2.860 |
| Low: |
2.670 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.10% |
| 1 Month |
|
|
-7.29% |
| 3 Months |
|
|
-9.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
2.380 |
| 1M High / 1M Low: |
3.120 |
2.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
