BNP Paribas Call 210 SCHP 20.09.2024
/ DE000PC70UZ7
BNP Paribas Call 210 SCHP 20.09.2.../ DE000PC70UZ7 /
| 2024-06-07 4:21:25 PM |
Chg.+0.050 |
Bid5:19:22 PM |
Ask5:19:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
+1.76% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
210.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PC70UZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
2.32 |
| Time value: |
0.56 |
| Break-even: |
245.64 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
6.82 |
| Rho: |
0.48 |
Quote data
| Open: |
2.870 |
| High: |
2.960 |
| Low: |
2.830 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.04% |
| 1 Month |
|
|
-2.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.700 |
| 1M High / 1M Low: |
3.570 |
2.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
