BNP Paribas Put 250 SCHP 20.12.2024
/ DE000PC70VR2
BNP Paribas Put 250 SCHP 20.12.20.../ DE000PC70VR2 /
| 2024-05-29 10:08:44 AM |
Chg.+0.12 |
Bid12:29:15 PM |
Ask12:29:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+5.71% |
2.31
Bid Size: 7,250 |
2.32
Ask Size: 7,250 |
SCHINDLER PS |
250.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC70VR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
1.46 |
| Time value: |
0.67 |
| Break-even: |
231.07 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-6.21 |
| Rho: |
-0.86 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
-18.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.91 |
| 1M High / 1M Low: |
2.81 |
1.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
