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BNP Paribas Put 162 SIE 20.09.202.../  DE000PC1B832  /

Frankfurt Zert./BNP
25/06/2024  12:50:12 Chg.+0.010 Bid12:50:44 Ask12:50:44 Underlying Strike price Expiration date Option type
0.470EUR +2.17% 0.460
Bid Size: 50,000		 0.480
Ask Size: 50,000		 SIEMENS AG NA O.N. 162.00 EUR 20/09/2024 Put
 

Master data

WKN: PC1B83
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 162.00 EUR
Maturity: 20/09/2024
Issue date: 07/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.91
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.90
Time value: 0.49
Break-even: 157.10
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 6.52%
Delta: -0.30
Theta: -0.04
Omega: -10.50
Rho: -0.13
 

Quote data

Open: 0.450
High: 0.470
Low: 0.440
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month  
+42.42%
3 Months
  -16.07%
YTD
  -57.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.660 0.280
6M High / 6M Low: 1.460 0.210
High (YTD): 17/01/2024 1.460
Low (YTD): 15/05/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   304.19%
Volatility 6M:   211.93%
Volatility 1Y:   -
Volatility 3Y:   -