BNP Paribas Call 168 SIE 20.09.2024
/ DE000PC1B741
BNP Paribas Call 168 SIE 20.09.20.../ DE000PC1B741 /
| 2024-06-25 8:47:28 AM |
Chg.-0.03 |
Bid5:25:25 PM |
Ask5:25:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-2.83% |
1.00
Bid Size: 25,000 |
1.02
Ask Size: 25,000 |
SIEMENS AG NA O.N. |
168.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1B74 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.30 |
| Time value: |
0.76 |
| Break-even: |
178.60 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
9.84 |
| Rho: |
0.22 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.10% |
| 1 Month |
|
|
-33.12% |
| 3 Months |
|
|
-37.95% |
| YTD |
|
|
-30.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.97 |
| 1M High / 1M Low: |
1.74 |
0.96 |
| 6M High / 6M Low: |
2.65 |
0.88 |
| High (YTD): |
2024-03-18 |
2.65 |
| Low (YTD): |
2024-01-17 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.90% |
| Volatility 6M: |
|
154.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
