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BNP Paribas Put 165 SIE 20.09.202.../  DE000PC1B840  /

Frankfurt Zert./BNP
24/06/2024  12:50:13 Chg.-0.090 Bid13:06:36 Ask13:06:36 Underlying Strike price Expiration date Option type
0.540EUR -14.29% 0.530
Bid Size: 43,000		 0.550
Ask Size: 43,000		 SIEMENS AG NA O.N. 165.00 EUR 20/09/2024 Put
 

Master data

WKN: PC1B84
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 165.00 EUR
Maturity: 20/09/2024
Issue date: 07/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.48
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.32
Time value: 0.66
Break-even: 158.40
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 4.76%
Delta: -0.39
Theta: -0.04
Omega: -9.96
Rho: -0.17
 

Quote data

Open: 0.610
High: 0.620
Low: 0.530
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+42.11%
3 Months
  -8.47%
YTD
  -55.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.530
1M High / 1M Low: 0.760 0.330
6M High / 6M Low: 1.620 0.230
High (YTD): 17/01/2024 1.620
Low (YTD): 15/05/2024 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.754
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.95%
Volatility 6M:   221.99%
Volatility 1Y:   -
Volatility 3Y:   -