BNP Paribas Call 220 SCHP
/ DE000PC70UY0
BNP Paribas Call 220 SCHP/ DE000PC70UY0 /
| 19/09/2024 09:49:03 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
220.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PC70UY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.18 |
| Parity: |
2.24 |
| Time value: |
0.19 |
| Break-even: |
258.13 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
14.37 |
| Spread abs.: |
0.04 |
| Spread %: |
1.67% |
| Delta: |
0.85 |
| Theta: |
-2.76 |
| Omega: |
8.97 |
| Rho: |
0.01 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.86% |
| 1 Month |
|
|
+54.36% |
| 3 Months |
|
|
+22.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.30 |
| 1M High / 1M Low: |
2.48 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
