BNP Paribas Put 150 SIE 17.12.2027
/ DE000PC30AC2
BNP Paribas Put 150 SIE 17.12.202.../ DE000PC30AC2 /
| 2024-09-26 9:24:47 AM |
Chg.-0.10 |
Bid2:51:17 PM |
Ask2:51:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
-4.74% |
1.97
Bid Size: 30,000 |
2.05
Ask Size: 30,000 |
SIEMENS AG NA O.N. |
150.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC30AC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-2.25 |
| Time value: |
2.19 |
| Break-even: |
128.10 |
| Moneyness: |
0.87 |
| Premium: |
0.26 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
4.29% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-1.88 |
| Rho: |
-2.04 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.87% |
| 1 Month |
|
|
-11.45% |
| 3 Months |
|
|
-2.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.11 |
| 1M High / 1M Low: |
2.45 |
2.11 |
| 6M High / 6M Low: |
2.79 |
1.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.13% |
| Volatility 6M: |
|
59.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
