BNP Paribas Call 168 SIE 20.09.2024
/ DE000PC1B741
BNP Paribas Call 168 SIE 20.09.20.../ DE000PC1B741 /
| 28/06/2024 21:50:12 |
Chg.+0.020 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+1.59% |
1.290
Bid Size: 4,200 |
1.320
Ask Size: 4,200 |
SIEMENS AG NA O.N. |
168.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PC1B74 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.55 |
| Time value: |
0.74 |
| Break-even: |
180.90 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.38% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
8.69 |
| Rho: |
0.23 |
Quote data
| Open: |
1.290 |
| High: |
1.420 |
| Low: |
1.220 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.17% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
-15.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.990 |
| 1M High / 1M Low: |
1.690 |
0.870 |
| 6M High / 6M Low: |
2.600 |
0.870 |
| High (YTD): |
15/03/2024 |
2.600 |
| Low (YTD): |
14/06/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.548 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.26% |
| Volatility 6M: |
|
158.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
