BNP Paribas Call 200 SCHP 20.06.2025
/ DE000PC70VA8
BNP Paribas Call 200 SCHP 20.06.2.../ DE000PC70VA8 /
| 2024-06-04 4:21:26 PM |
Chg.+0.060 |
Bid5:19:59 PM |
Ask5:19:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.510EUR |
+1.35% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
200.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC70VA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.59 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
3.40 |
| Time value: |
1.08 |
| Break-even: |
249.56 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
4.66 |
| Rho: |
1.71 |
Quote data
| Open: |
4.520 |
| High: |
4.520 |
| Low: |
4.320 |
| Previous Close: |
4.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
+3.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.610 |
4.300 |
| 1M High / 1M Low: |
5.120 |
4.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
