BNP Paribas Call 170 SIE 20.09.2024
/ DE000PC1B758
BNP Paribas Call 170 SIE 20.09.20.../ DE000PC1B758 /
| 7/10/2024 6:50:17 PM |
Chg.+0.190 |
Bid7/10/2024 |
Ask7/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+18.81% |
1.200
Bid Size: 4,000 |
1.230
Ask Size: 4,000 |
SIEMENS AG NA O.N. |
170.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC1B75 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.33 |
| Time value: |
0.71 |
| Break-even: |
180.40 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
10.18 |
| Rho: |
0.19 |
Quote data
| Open: |
1.010 |
| High: |
1.210 |
| Low: |
1.010 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.51% |
| 1 Month |
|
|
-1.64% |
| 3 Months |
|
|
-22.08% |
| YTD |
|
|
-14.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.010 |
| 1M High / 1M Low: |
1.450 |
0.780 |
| 6M High / 6M Low: |
2.450 |
0.780 |
| High (YTD): |
3/15/2024 |
2.450 |
| Low (YTD): |
6/14/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.25% |
| Volatility 6M: |
|
165.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
