BNP Paribas Put 188 SIE 20.09.2024
/ DE000PC1B9D1
BNP Paribas Put 188 SIE 20.09.202.../ DE000PC1B9D1 /
| 2024-06-24 3:50:13 PM |
Chg.-0.230 |
Bid4:09:30 PM |
Ask4:09:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
-11.00% |
1.800
Bid Size: 18,000 |
1.820
Ask Size: 18,000 |
SIEMENS AG NA O.N. |
188.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1B9D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
188.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
1.98 |
| Time value: |
0.16 |
| Break-even: |
166.60 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
2.39% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-5.90 |
| Rho: |
-0.36 |
Quote data
| Open: |
2.060 |
| High: |
2.080 |
| Low: |
1.860 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
+30.99% |
| 3 Months |
|
|
+11.38% |
| YTD |
|
|
-27.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.880 |
| 1M High / 1M Low: |
2.300 |
1.300 |
| 6M High / 6M Low: |
3.370 |
0.910 |
| High (YTD): |
2024-01-17 |
3.370 |
| Low (YTD): |
2024-05-15 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.975 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.33% |
| Volatility 6M: |
|
171.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
