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BNP Paribas Call 165 SIE 20.09.20.../  DE000PC1B725  /

Frankfurt Zert./BNP
9/10/2024  9:20:11 PM Chg.-0.050 Bid9:30:12 PM Ask9:30:12 PM Underlying Strike price Expiration date Option type
0.170EUR -22.73% 0.170
Bid Size: 10,000		 0.220
Ask Size: 10,000		 SIEMENS AG NA O.N. 165.00 EUR 9/20/2024 Call
 

Master data

WKN: PC1B72
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 9/20/2024
Issue date: 12/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 60.22
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -0.24
Time value: 0.27
Break-even: 167.70
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 2.09
Spread abs.: 0.05
Spread %: 22.73%
Delta: 0.42
Theta: -0.19
Omega: 25.05
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.210
Low: 0.140
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -65.31%
1 Month
  -26.09%
3 Months
  -89.03%
YTD
  -89.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.190
1M High / 1M Low: 0.680 0.190
6M High / 6M Low: 2.820 0.190
High (YTD): 5/10/2024 2.820
Low (YTD): 9/6/2024 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   1.460
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   343.73%
Volatility 6M:   235.20%
Volatility 1Y:   -
Volatility 3Y:   -