BNP Paribas Call 166 SIE 20.09.2024
/ DE000PC1B733
BNP Paribas Call 166 SIE 20.09.20.../ DE000PC1B733 /
| 2024-08-05 8:32:55 AM |
Chg.-0.240 |
Bid9:26:13 AM |
Ask9:26:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-47.06% |
0.240
Bid Size: 70,000 |
-
Ask Size: - |
SIEMENS AG NA O.N. |
166.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1B73 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
166.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.82 |
| Time value: |
0.46 |
| Break-even: |
170.60 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.09 |
| Spread %: |
24.32% |
| Delta: |
0.37 |
| Theta: |
-0.08 |
| Omega: |
12.83 |
| Rho: |
0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.97% |
| 1 Month |
|
|
-85.08% |
| 3 Months |
|
|
-84.83% |
| YTD |
|
|
-83.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.510 |
| 1M High / 1M Low: |
1.980 |
0.510 |
| 6M High / 6M Low: |
2.800 |
0.510 |
| High (YTD): |
2024-03-18 |
2.800 |
| Low (YTD): |
2024-08-02 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.699 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.99% |
| Volatility 6M: |
|
171.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
