BNP Paribas Call 210 SCHP 21.06.2024
/ DE000PC70UV6
BNP Paribas Call 210 SCHP 21.06.2.../ DE000PC70UV6 /
| 2024-05-22 10:21:22 AM |
Chg.0.000 |
Bid11:08:59 AM |
Ask11:08:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
0.00% |
2.910
Bid Size: 8,500 |
2.930
Ask Size: 8,500 |
SCHINDLER PS |
210.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PC70UV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
2.70 |
| Time value: |
0.22 |
| Break-even: |
241.59 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.88 |
| Theta: |
-0.10 |
| Omega: |
7.25 |
| Rho: |
0.15 |
Quote data
| Open: |
2.890 |
| High: |
2.890 |
| Low: |
2.860 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.61% |
| 1 Month |
|
|
+38.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.310 |
2.860 |
| 1M High / 1M Low: |
3.310 |
1.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
