BNP Paribas Put 200 SIE 19.12.2025
/ DE000PC3Z928
BNP Paribas Put 200 SIE 19.12.202.../ DE000PC3Z928 /
| 2024-06-14 9:50:15 PM |
Chg.+0.390 |
Bid9:58:35 PM |
Ask9:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.020EUR |
+10.74% |
4.030
Bid Size: 4,000 |
4.060
Ask Size: 4,000 |
SIEMENS AG NA O.N. |
200.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
PC3Z92 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
3.43 |
| Time value: |
0.63 |
| Break-even: |
159.40 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.74% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-2.29 |
| Rho: |
-2.02 |
Quote data
| Open: |
3.590 |
| High: |
4.050 |
| Low: |
3.590 |
| Previous Close: |
3.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.20% |
| 1 Month |
|
|
+18.58% |
| 3 Months |
|
|
+33.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.220 |
| 1M High / 1M Low: |
4.020 |
3.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
