BNP Paribas Put 220 SIE 17.12.2027
/ DE000PC30AJ7
BNP Paribas Put 220 SIE 17.12.202.../ DE000PC30AJ7 /
| 2024-06-20 9:50:16 PM |
Chg.-0.130 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.970EUR |
-2.13% |
5.970
Bid Size: 4,200 |
6.060
Ask Size: 4,200 |
SIEMENS AG NA O.N. |
220.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC30AJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.18 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
5.18 |
| Time value: |
1.01 |
| Break-even: |
158.10 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.09 |
| Spread %: |
1.48% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-1.22 |
| Rho: |
-4.80 |
Quote data
| Open: |
6.080 |
| High: |
6.080 |
| Low: |
5.970 |
| Previous Close: |
6.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.51% |
| 1 Month |
|
|
+2.75% |
| 3 Months |
|
|
+5.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.310 |
5.940 |
| 1M High / 1M Low: |
6.310 |
5.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
