BNP Paribas Call 210 SCHP 20.12.2024
/ DE000PC70U42
BNP Paribas Call 210 SCHP 20.12.2.../ DE000PC70U42 /
| 2024-05-22 10:17:54 AM |
Chg.-0.04 |
Bid4:32:43 PM |
Ask4:32:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.48EUR |
-1.14% |
3.60
Bid Size: 9,000 |
3.62
Ask Size: 9,000 |
SCHINDLER PS |
210.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC70U4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
2.70 |
| Time value: |
0.82 |
| Break-even: |
247.59 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
5.68 |
| Rho: |
0.96 |
Quote data
| Open: |
3.48 |
| High: |
3.48 |
| Low: |
3.48 |
| Previous Close: |
3.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.66% |
| 1 Month |
|
|
+29.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.79 |
3.52 |
| 1M High / 1M Low: |
3.79 |
2.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
