BNP Paribas Put 240 SCHP 21.06.2024
/ DE000PC70VK7
BNP Paribas Put 240 SCHP 21.06.20.../ DE000PC70VK7 /
| 2024-05-16 10:09:33 AM |
Chg.-0.100 |
Bid10:22:25 AM |
Ask10:22:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-18.18% |
0.440
Bid Size: 6,819 |
0.450
Ask Size: 6,667 |
SCHINDLER PS |
240.00 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
PC70VK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-50.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.20 |
| Parity: |
0.08 |
| Time value: |
0.40 |
| Break-even: |
239.61 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
-0.49 |
| Theta: |
-0.05 |
| Omega: |
-24.69 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.36% |
| 1 Month |
|
|
-78.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.550 |
| 1M High / 1M Low: |
2.070 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
