BNP Paribas Put 220 SIE 18.12.2026
/ DE000PC30AA6
BNP Paribas Put 220 SIE 18.12.202.../ DE000PC30AA6 /
| 2024-06-24 9:46:57 AM |
Chg.-0.07 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.77EUR |
-1.20% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
220.00 EUR |
2026-12-18 |
Put |
Master data
| WKN: |
PC30AA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 EUR |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.83 |
| 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: |
0.77 |
| Break-even: |
160.50 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.07 |
| Spread %: |
1.19% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-1.45 |
| Rho: |
-3.63 |
Quote data
| Open: |
5.77 |
| High: |
5.77 |
| Low: |
5.77 |
| Previous Close: |
5.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.53% |
| 1 Month |
|
|
+11.18% |
| 3 Months |
|
|
+3.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.92 |
5.66 |
| 1M High / 1M Low: |
5.92 |
4.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
