BNP Paribas Call 250 SCHP 19.12.2025
/ DE000PC70VC4
BNP Paribas Call 250 SCHP 19.12.2.../ DE000PC70VC4 /
| 29/05/2024 10:08:44 |
Chg.-0.09 |
Bid12:30:18 |
Ask12:30:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-4.07% |
2.05
Bid Size: 4,250 |
2.07
Ask Size: 4,250 |
SCHINDLER PS |
250.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC70VC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
-1.46 |
| Time value: |
2.21 |
| Break-even: |
274.47 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
5.88 |
| Rho: |
1.68 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.61% |
| 1 Month |
|
|
+5.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.21 |
| 1M High / 1M Low: |
2.46 |
1.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
