BNP Paribas Call 240 SCHP 21.06.2024
/ DE000PC70US2
BNP Paribas Call 240 SCHP 21.06.2.../ DE000PC70US2 /
2024-05-15 4:21:09 PM |
Chg.-0.010 |
Bid5:15:20 PM |
Ask5:15:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-2.00% |
- Bid Size: - |
- Ask Size: - |
SCHINDLER PS |
240.00 CHF |
2024-06-21 |
Call |
Master data
WKN: |
PC70US |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHINDLER PS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 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: |
46.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.21 |
Parity: |
-0.21 |
Time value: |
0.52 |
Break-even: |
249.90 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
0.48 |
Theta: |
-0.09 |
Omega: |
22.40 |
Rho: |
0.11 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.450 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.26% |
1 Month |
|
|
+63.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.450 |
1M High / 1M Low: |
0.500 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
298.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |