BNP Paribas Call 168 SIE 20.09.2024
/ DE000PC1B741
BNP Paribas Call 168 SIE 20.09.20.../ DE000PC1B741 /
| 05/08/2024 08:32:55 |
Chg.-0.210 |
Bid15:41:04 |
Ask15:41:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-48.84% |
0.270
Bid Size: 67,000 |
0.330
Ask Size: 67,000 |
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: |
40.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-1.02 |
| Time value: |
0.39 |
| Break-even: |
171.90 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.09 |
| Spread %: |
30.00% |
| Delta: |
0.33 |
| Theta: |
-0.08 |
| Omega: |
13.53 |
| Rho: |
0.06 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.84% |
| 1 Month |
|
|
-86.75% |
| 3 Months |
|
|
-86.59% |
| YTD |
|
|
-85.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.430 |
| 1M High / 1M Low: |
1.810 |
0.430 |
| 6M High / 6M Low: |
2.650 |
0.430 |
| High (YTD): |
18/03/2024 |
2.650 |
| Low (YTD): |
02/08/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.55% |
| Volatility 6M: |
|
177.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
