BNP Paribas Put 190 SIE 20.06.2025
/ DE000PC1B9G4
BNP Paribas Put 190 SIE 20.06.202.../ DE000PC1B9G4 /
| 2024-06-24 10:08:27 AM |
Chg.-0.13 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
-4.58% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
190.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
PC1B9G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
2.18 |
| Time value: |
0.76 |
| Break-even: |
160.60 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.03% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-3.17 |
| Rho: |
-1.21 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.90% |
| 1 Month |
|
|
+14.83% |
| 3 Months |
|
|
+3.44% |
| YTD |
|
|
-18.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.88 |
2.71 |
| 1M High / 1M Low: |
3.00 |
2.21 |
| 6M High / 6M Low: |
3.92 |
1.85 |
| High (YTD): |
2024-01-17 |
3.92 |
| Low (YTD): |
2024-05-13 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.52% |
| Volatility 6M: |
|
95.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
