BNP Paribas Put 220 SCHP 20.12.2024
/ DE000PC70VP6
BNP Paribas Put 220 SCHP 20.12.20.../ DE000PC70VP6 /
2024-05-21 10:15:16 AM |
Chg.+0.030 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
+3.85% |
- Bid Size: - |
- Ask Size: - |
SCHINDLER PS |
220.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PC70VP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHINDLER PS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 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: |
-29.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
-1.57 |
Time value: |
0.81 |
Break-even: |
214.43 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
-0.28 |
Theta: |
-0.03 |
Omega: |
-8.16 |
Rho: |
-0.43 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
0.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.95% |
1 Month |
|
|
-44.52% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.750 |
1M High / 1M Low: |
1.370 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.805 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |