BNP Paribas Call 230 SCHP 20.09.2024
/ DE000PC70UX2
BNP Paribas Call 230 SCHP 20.09.2.../ DE000PC70UX2 /
| 6/19/2024 12:21:09 PM |
Chg.-0.230 |
Bid12:50:37 PM |
Ask12:50:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-18.85% |
0.960
Bid Size: 7,250 |
0.970
Ask Size: 7,250 |
SCHINDLER PS |
230.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PC70UX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
19.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.18 |
| Time value: |
1.08 |
| Break-even: |
254.81 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.58 |
| Theta: |
-0.07 |
| Omega: |
11.27 |
| Rho: |
0.33 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
0.990 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.12% |
| 1 Month |
|
|
-39.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.210 |
| 1M High / 1M Low: |
1.750 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.384 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
