BNP Paribas Put 240 SCHP 20.12.2024
/ DE000PC70VQ4
BNP Paribas Put 240 SCHP 20.12.20.../ DE000PC70VQ4 /
| 2024-05-17 4:21:11 PM |
Chg.+0.170 |
Bid5:19:48 PM |
Ask5:19:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
+12.06% |
-
Bid Size: - |
-
Ask Size: - |
SCHINDLER PS |
240.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC70VQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHINDLER PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 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: |
-16.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.01 |
| Time value: |
1.45 |
| Break-even: |
229.12 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
-0.42 |
| Theta: |
-0.03 |
| Omega: |
-6.93 |
| Rho: |
-0.69 |
Quote data
| Open: |
1.490 |
| High: |
1.580 |
| Low: |
1.490 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.07% |
| 1 Month |
|
|
-37.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.410 |
| 1M High / 1M Low: |
2.530 |
1.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
