BNP Paribas Call 220 SCHP 20.06.2025
/ DE000PC70U91
BNP Paribas Call 220 SCHP 20.06.2.../ DE000PC70U91 /
| 2024-06-04 3:21:08 PM |
Chg.+0.040 |
Bid3:33:16 PM |
Ask3:33:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
+1.33% |
3.040
Bid Size: 5,500 |
3.050
Ask Size: 5,500 |
SCHINDLER PS |
220.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC70U9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
1.36 |
| Time value: |
1.67 |
| Break-even: |
255.54 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
5.75 |
| Rho: |
1.50 |
Quote data
| Open: |
3.070 |
| High: |
3.070 |
| Low: |
2.900 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.09% |
| 1 Month |
|
|
+2.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.180 |
2.890 |
| 1M High / 1M Low: |
3.620 |
2.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
