BNP Paribas Put 170 SIE 20.09.2024
/ DE000PC1B865
BNP Paribas Put 170 SIE 20.09.202.../ DE000PC1B865 /
| 24/06/2024 10:08:28 |
Chg.-0.110 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-13.25% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
170.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC1B86 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.18 |
| Time value: |
0.72 |
| Break-even: |
161.00 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-8.97 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
-13.25% |
| YTD |
|
|
-51.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.720 |
| 1M High / 1M Low: |
1.000 |
0.450 |
| 6M High / 6M Low: |
1.970 |
0.370 |
| High (YTD): |
17/01/2024 |
1.970 |
| Low (YTD): |
15/05/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.642 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.964 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.38% |
| Volatility 6M: |
|
222.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
