BNP Paribas Call 220 SCHP 21.06.2024
/ DE000PC70UU8
BNP Paribas Call 220 SCHP 21.06.2.../ DE000PC70UU8 /
| 5/29/2024 11:21:27 AM |
Chg.-0.210 |
Bid5/29/2024 |
Ask5/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
-11.48% |
1.620
Bid Size: 9,250 |
1.640
Ask Size: 9,250 |
SCHINDLER PS |
220.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
PC70UU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
1.57 |
| Time value: |
0.28 |
| Break-even: |
240.58 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.81 |
| Theta: |
-0.14 |
| Omega: |
10.38 |
| Rho: |
0.11 |
Quote data
| Open: |
1.790 |
| High: |
1.790 |
| Low: |
1.620 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.20% |
| 1 Month |
|
|
+19.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.830 |
| 1M High / 1M Low: |
2.330 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
