BNP Paribas Call 165 SIE 16.08.2024
/ DE000PG2NZP8
BNP Paribas Call 165 SIE 16.08.20.../ DE000PG2NZP8 /
| 2024-07-25 9:50:22 PM |
Chg.-0.140 |
Bid9:55:46 PM |
Ask9:55:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-15.56% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
165.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
PG2NZP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.64 |
| Time value: |
0.27 |
| Break-even: |
174.10 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.72 |
| Theta: |
-0.11 |
| Omega: |
13.56 |
| Rho: |
0.07 |
Quote data
| Open: |
0.850 |
| High: |
0.870 |
| Low: |
0.620 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-23.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.760 |
| 1M High / 1M Low: |
2.020 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
