BNP Paribas Call 165 SIE 20.09.2024
/ DE000PC1B725
BNP Paribas Call 165 SIE 20.09.20.../ DE000PC1B725 /
| 2024-06-25 2:20:28 PM |
Chg.-0.010 |
Bid2:50:08 PM |
Ask2:50:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-0.81% |
1.220
Bid Size: 22,000 |
1.240
Ask Size: 22,000 |
SIEMENS AG NA O.N. |
165.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1B72 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.60 |
| Time value: |
0.64 |
| Break-even: |
177.40 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.48% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
9.17 |
| Rho: |
0.24 |
Quote data
| Open: |
1.220 |
| High: |
1.270 |
| Low: |
1.200 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.09% |
| 1 Month |
|
|
-32.97% |
| 3 Months |
|
|
-34.41% |
| YTD |
|
|
-26.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.120 |
| 1M High / 1M Low: |
1.940 |
1.030 |
| 6M High / 6M Low: |
2.820 |
1.000 |
| High (YTD): |
2024-05-10 |
2.820 |
| Low (YTD): |
2024-01-17 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.747 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.56% |
| Volatility 6M: |
|
146.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
