BNP Paribas Call 240 SCHP 19.12.2025
/ DE000PC70VD2
BNP Paribas Call 240 SCHP 19.12.2.../ DE000PC70VD2 /
| 2024-05-29 10:21:03 AM |
Chg.-0.080 |
Bid10:44:24 AM |
Ask10:44:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
-3.04% |
2.560
Bid Size: 4,250 |
2.580
Ask Size: 4,250 |
SCHINDLER PS |
240.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC70VD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
-0.45 |
| Time value: |
2.65 |
| Break-even: |
268.77 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
5.51 |
| Rho: |
1.86 |
Quote data
| Open: |
2.610 |
| High: |
2.610 |
| Low: |
2.550 |
| Previous Close: |
2.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
+5.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.830 |
2.630 |
| 1M High / 1M Low: |
2.990 |
2.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
