BNP Paribas Call 164 SIE 20.09.2024
/ DE000PC1B717
BNP Paribas Call 164 SIE 20.09.20.../ DE000PC1B717 /
| 2024-06-25 8:47:28 AM |
Chg.-0.04 |
Bid1:52:55 PM |
Ask1:52:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-3.03% |
1.29
Bid Size: 21,000 |
1.31
Ask Size: 21,000 |
SIEMENS AG NA O.N. |
164.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1B71 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.70 |
| Time value: |
0.61 |
| Break-even: |
177.10 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.34% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
8.90 |
| Rho: |
0.25 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.92% |
| 1 Month |
|
|
-30.05% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-24.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.21 |
| 1M High / 1M Low: |
2.03 |
1.16 |
| 6M High / 6M Low: |
2.95 |
1.03 |
| High (YTD): |
2024-03-18 |
2.95 |
| Low (YTD): |
2024-01-17 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.50% |
| Volatility 6M: |
|
145.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
