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BNP Paribas Put 182 SIE 20.09.202.../  DE000PC1B9B5  /

Frankfurt Zert./BNP
2024-06-24  7:20:27 PM Chg.-0.170 Bid7:27:24 PM Ask7:27:24 PM Underlying Strike price Expiration date Option type
1.450EUR -10.49% 1.470
Bid Size: 4,000		 1.500
Ask Size: 4,000		 SIEMENS AG NA O.N. 182.00 EUR 2024-09-20 Put
 

Master data

WKN: PC1B9B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 182.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.19
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.38
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 1.38
Time value: 0.27
Break-even: 165.50
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 1.85%
Delta: -0.68
Theta: -0.03
Omega: -6.94
Rho: -0.32
 

Quote data

Open: 1.590
High: 1.610
Low: 1.380
Previous Close: 1.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.81%
1 Month  
+38.10%
3 Months  
+10.69%
YTD
  -32.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.440
1M High / 1M Low: 1.820 0.950
6M High / 6M Low: 2.850 0.660
High (YTD): 2024-01-17 2.850
Low (YTD): 2024-05-15 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.560
Avg. volume 1W:   0.000
Avg. price 1M:   1.256
Avg. volume 1M:   0.000
Avg. price 6M:   1.580
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.86%
Volatility 6M:   187.18%
Volatility 1Y:   -
Volatility 3Y:   -