BNP Paribas Call 250 SCHP 20.06.2.../  DE000PC70U75  /

Frankfurt Zert./BNP
2024-06-04  4:21:10 PM Chg.+0.030 Bid5:15:25 PM Ask5:15:25 PM Underlying Strike price Expiration date Option type
1.470EUR +2.08% -
Bid Size: -
-
Ask Size: -
SCHINDLER PS 250.00 CHF 2025-06-20 Call
 

Master data

WKN: PC70U7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHINDLER PS
Type: Warrant
Option type: Call
Strike price: 250.00 CHF
Maturity: 2025-06-20
Issue date: 2024-04-09
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.36
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -1.72
Time value: 1.46
Break-even: 270.55
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.47
Theta: -0.03
Omega: 7.72
Rho: 1.02
 

Quote data

Open: 1.480
High: 1.480
Low: 1.370
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.37%
1 Month  
+0.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.570 1.360
1M High / 1M Low: 1.880 1.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.430
Avg. volume 1W:   0.000
Avg. price 1M:   1.622
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -