BNP Paribas Put 220 SCHP 20.09.2024
/ DE000PC70VL5
BNP Paribas Put 220 SCHP 20.09.20.../ DE000PC70VL5 /
2024-06-04 3:51:04 PM |
Chg.-0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-4.26% |
- Bid Size: - |
- Ask Size: - |
SCHINDLER PS |
220.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
PC70VL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHINDLER PS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 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: |
-50.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.20 |
Parity: |
-1.36 |
Time value: |
0.47 |
Break-even: |
220.54 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
-0.26 |
Theta: |
-0.04 |
Omega: |
-13.17 |
Rho: |
-0.20 |
Quote data
Open: |
0.460 |
High: |
0.470 |
Low: |
0.450 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.420 |
1M High / 1M Low: |
0.650 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.473 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |