BNP Paribas Put 260 SCHP 20.12.2024
/ DE000PC87B12
BNP Paribas Put 260 SCHP 20.12.20.../ DE000PC87B12 /
| 2024-06-04 3:49:38 PM |
Chg.-0.02 |
Bid4:24:14 PM |
Ask4:24:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
-0.66% |
3.02
Bid Size: 8,000 |
3.03
Ask Size: 8,000 |
SCHINDLER PS |
260.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC87B1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
2.74 |
| Time value: |
0.29 |
| Break-even: |
235.89 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-5.25 |
| Rho: |
-1.03 |
Quote data
| Open: |
3.03 |
| High: |
3.06 |
| Low: |
3.02 |
| Previous Close: |
3.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.24% |
| 1 Month |
|
|
-13.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.79 |
| 1M High / 1M Low: |
3.23 |
2.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
