BNP Paribas Call 230 SCHP 21.06.2024
/ DE000PC70UT0
BNP Paribas Call 230 SCHP 21.06.2.../ DE000PC70UT0 /
| 2024-05-15 10:15:56 AM |
Chg.- |
Bid9:44:41 AM |
Ask9:44:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
- |
1.29
Bid Size: 6,250 |
1.31
Ask Size: 6,250 |
SCHINDLER PS |
230.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PC70UT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
18.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.94 |
| Time value: |
0.36 |
| Break-even: |
247.23 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.74 |
| Theta: |
-0.09 |
| Omega: |
13.91 |
| Rho: |
0.17 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.26% |
| 1 Month |
|
|
+126.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.04 |
| 1M High / 1M Low: |
1.25 |
0.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
