BNP Paribas Call 168 SIE 20.09.2024
/ DE000PC1B741
BNP Paribas Call 168 SIE 20.09.20.../ DE000PC1B741 /
| 7/10/2024 4:16:20 PM |
Chg.+0.04 |
Bid8:26:56 PM |
Ask8:26:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+3.05% |
1.35
Bid Size: 3,800 |
1.38
Ask Size: 3,800 |
SIEMENS AG NA O.N. |
168.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.53 |
| Time value: |
0.64 |
| Break-even: |
179.70 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.63% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
9.59 |
| Rho: |
0.20 |
Quote data
| Open: |
1.14 |
| High: |
1.35 |
| Low: |
1.14 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.75% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
-27.81% |
| YTD |
|
|
-9.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.31 |
| 1M High / 1M Low: |
1.66 |
0.96 |
| 6M High / 6M Low: |
2.65 |
0.88 |
| High (YTD): |
3/18/2024 |
2.65 |
| Low (YTD): |
1/17/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.84% |
| Volatility 6M: |
|
159.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
