BNP Paribas Call 230 SCHP
/ DE000PC70UX2
BNP Paribas Call 230 SCHP/ DE000PC70UX2 /
| 2024-09-19 4:21:12 PM |
Chg.+0.070 |
Bid5:16:03 PM |
Ask5:16:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
+5.34% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
230.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PC70UX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.18 |
| Parity: |
1.17 |
| Time value: |
0.20 |
| Break-even: |
258.15 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
15.00 |
| Spread abs.: |
0.04 |
| Spread %: |
3.01% |
| Delta: |
0.79 |
| Theta: |
-2.28 |
| Omega: |
14.75 |
| Rho: |
0.01 |
Quote data
| Open: |
1.290 |
| High: |
1.570 |
| Low: |
1.280 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
+109.09% |
| 3 Months |
|
|
+15.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.310 |
| 1M High / 1M Low: |
1.410 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
