BNP Paribas Call 220 SCHP 21.06.2024
/ DE000PC70UU8
BNP Paribas Call 220 SCHP 21.06.2.../ DE000PC70UU8 /
| 2024-05-15 4:21:20 PM |
Chg.+0.010 |
Bid5:15:19 PM |
Ask5:15:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
+0.49% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
220.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PC70UU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
1.83 |
| Time value: |
0.26 |
| Break-even: |
245.21 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
9.80 |
| Rho: |
0.19 |
Quote data
| Open: |
2.060 |
| High: |
2.070 |
| Low: |
1.990 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.29% |
| 1 Month |
|
|
+70.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.920 |
| 1M High / 1M Low: |
2.050 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
