BNP Paribas Call 220 SCHP 20.09.2024
/ DE000PC70UY0
BNP Paribas Call 220 SCHP 20.09.2.../ DE000PC70UY0 /
| 6/19/2024 1:01:15 PM |
Chg.-0.57 |
Bid2:25:10 PM |
Ask2:25:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-26.03% |
1.69
Bid Size: 8,750 |
1.70
Ask Size: 8,750 |
SCHINDLER PS |
220.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PC70UY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
1.23 |
| Time value: |
0.75 |
| Break-even: |
251.48 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
8.85 |
| Rho: |
0.40 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.62 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.59% |
| 1 Month |
|
|
-34.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.99 |
| 1M High / 1M Low: |
2.55 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
