BNP Paribas Put 240 SCHP 20.09.2024
/ DE000PC70VM3
BNP Paribas Put 240 SCHP 20.09.20.../ DE000PC70VM3 /
| 6/19/2024 10:14:31 AM |
Chg.+0.26 |
Bid12:53:03 PM |
Ask12:53:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+22.03% |
1.62
Bid Size: 7,500 |
1.63
Ask Size: 7,500 |
SCHINDLER PS |
240.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
PC70VM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 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: |
-18.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
0.87 |
| Time value: |
0.47 |
| Break-even: |
239.34 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
-0.58 |
| Theta: |
-0.04 |
| Omega: |
-10.62 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.07% |
| 1 Month |
|
|
+34.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.14 |
| 1M High / 1M Low: |
1.43 |
0.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
