BNP Paribas Call 240 SCHP 20.09.2024
/ DE000PC70UW4
BNP Paribas Call 240 SCHP 20.09.2.../ DE000PC70UW4 /
| 2024-05-22 1:21:11 PM |
Chg.+0.020 |
Bid1:50:32 PM |
Ask1:50:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+1.98% |
0.990
Bid Size: 7,750 |
1.000
Ask Size: 7,750 |
SCHINDLER PS |
240.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PC70UW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
-0.33 |
| Time value: |
1.03 |
| Break-even: |
253.03 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.52 |
| Theta: |
-0.05 |
| Omega: |
12.03 |
| Rho: |
0.38 |
Quote data
| Open: |
1.020 |
| High: |
1.040 |
| Low: |
1.000 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.36% |
| 1 Month |
|
|
+39.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.010 |
| 1M High / 1M Low: |
1.270 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
