BNP Paribas Put 172 SIE 21.06.2024
/ DE000PC03XK4
BNP Paribas Put 172 SIE 21.06.202.../ DE000PC03XK4 /
24/05/2024 08:36:45 |
Chg.-0.040 |
Bid22:00:01 |
Ask22:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-15.38% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
172.00 - |
21/06/2024 |
Put |
Master data
WKN: |
PC03XK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
172.00 - |
Maturity: |
21/06/2024 |
Issue date: |
13/04/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-93.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.23 |
Parity: |
-0.53 |
Time value: |
0.19 |
Break-even: |
170.10 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.03 |
Spread %: |
18.75% |
Delta: |
-0.28 |
Theta: |
-0.06 |
Omega: |
-26.11 |
Rho: |
-0.04 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
-56.86% |
3 Months |
|
|
-66.67% |
YTD |
|
|
-83.82% |
1 Year |
|
|
-90.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.220 |
1M High / 1M Low: |
0.510 |
0.110 |
6M High / 6M Low: |
2.640 |
0.110 |
High (YTD): |
17/01/2024 |
1.950 |
Low (YTD): |
16/05/2024 |
0.110 |
52W High: |
26/10/2023 |
5.280 |
52W Low: |
16/05/2024 |
0.110 |
Avg. price 1W: |
|
0.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.006 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.210 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
683.23% |
Volatility 6M: |
|
315.81% |
Volatility 1Y: |
|
229.81% |
Volatility 3Y: |
|
- |