BNP Paribas Call 75 SCHW 20.12.2024
/ DE000PE899T3
BNP Paribas Call 75 SCHW 20.12.20.../ DE000PE899T3 /
2024-10-31 8:41:17 AM |
Chg.-0.040 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-28.57% |
- Bid Size: - |
- Ask Size: - |
Charles Schwab Corpo... |
75.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE899T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charles Schwab Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
59.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
-0.95 |
Time value: |
0.11 |
Break-even: |
76.10 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
2.00 |
Spread abs.: |
0.01 |
Spread %: |
10.00% |
Delta: |
0.21 |
Theta: |
-0.03 |
Omega: |
12.60 |
Rho: |
0.02 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
+44.93% |
3 Months |
|
|
-33.33% |
YTD |
|
|
-84.38% |
1 Year |
|
|
-23.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.140 |
1M High / 1M Low: |
0.190 |
0.055 |
6M High / 6M Low: |
0.920 |
0.055 |
High (YTD): |
2024-05-20 |
0.920 |
Low (YTD): |
2024-10-03 |
0.055 |
52W High: |
2024-05-20 |
0.920 |
52W Low: |
2024-10-03 |
0.055 |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.321 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.361 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
621.02% |
Volatility 6M: |
|
352.26% |
Volatility 1Y: |
|
286.73% |
Volatility 3Y: |
|
- |