BNP Paribas Put 250 SCHP 20.09.2024
/ DE000PC87B04
BNP Paribas Put 250 SCHP 20.09.20.../ DE000PC87B04 /
| 6/19/2024 9:21:03 AM |
Chg.+0.050 |
Bid10:00:45 AM |
Ask10:00:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+2.42% |
2.170
Bid Size: 8,500 |
2.180
Ask Size: 8,500 |
SCHINDLER PS |
250.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
PC87B0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
1.93 |
| Time value: |
0.12 |
| Break-even: |
242.77 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-8.77 |
| Rho: |
-0.51 |
Quote data
| Open: |
2.120 |
| High: |
2.120 |
| Low: |
2.120 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.85% |
| 1 Month |
|
|
+23.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.830 |
| 1M High / 1M Low: |
2.070 |
1.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
