BNP Paribas Put 240 SCHP 20.12.2024
/ DE000PC70VQ4
BNP Paribas Put 240 SCHP 20.12.20.../ DE000PC70VQ4 /
| 2024-05-15 10:15:56 AM |
Chg.-0.12 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
240.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC70VQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
0.21 |
| Time value: |
1.37 |
| Break-even: |
228.90 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
-0.43 |
| Theta: |
-0.03 |
| Omega: |
-6.64 |
| Rho: |
-0.72 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.55 |
| 1M High / 1M Low: |
2.71 |
1.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
