BNP Paribas Call 200 SCHP 19.12.2025
/ DE000PC70VF7
BNP Paribas Call 200 SCHP 19.12.2.../ DE000PC70VF7 /
| 2024-05-29 12:21:25 PM |
Chg.-0.180 |
Bid1:08:22 PM |
Ask1:08:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.850EUR |
-3.58% |
4.800
Bid Size: 5,250 |
4.820
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: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
3.59 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.20 |
| Parity: |
3.59 |
| Time value: |
1.46 |
| Break-even: |
252.39 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
4.16 |
| Rho: |
2.49 |
Quote data
| Open: |
5.000 |
| High: |
5.000 |
| Low: |
4.850 |
| Previous Close: |
5.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.44% |
| 1 Month |
|
|
+4.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.300 |
5.030 |
| 1M High / 1M Low: |
5.520 |
4.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
