BNP Paribas Call 200 SCHP 19.12.2025
/ DE000PC70VF7
BNP Paribas Call 200 SCHP 19.12.2.../ DE000PC70VF7 /
| 2024-06-11 11:21:27 AM |
Chg.-0.030 |
Bid12:19:03 PM |
Ask12:19:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.790EUR |
-0.62% |
4.740
Bid Size: 5,250 |
4.750
Ask Size: 5,250 |
SCHINDLER PS |
200.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC70VF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.07 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
3.34 |
| Time value: |
1.51 |
| Break-even: |
255.71 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
4.28 |
| Rho: |
2.42 |
Quote data
| Open: |
4.810 |
| High: |
4.820 |
| Low: |
4.790 |
| Previous Close: |
4.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.84% |
| 1 Month |
|
|
-8.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.950 |
4.820 |
| 1M High / 1M Low: |
5.520 |
4.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
