BNP Paribas Call 195 SIE 20.06.2025
/ DE000PC21VG8
BNP Paribas Call 195 SIE 20.06.20.../ DE000PC21VG8 /
| 2024-09-10 8:50:00 AM |
Chg.0.000 |
Bid10:39:41 AM |
Ask10:39:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.410
Bid Size: 69,000 |
0.430
Ask Size: 69,000 |
SIEMENS AG NA O.N. |
195.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
PC21VG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-3.24 |
| Time value: |
0.45 |
| Break-even: |
199.50 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
7.14% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
9.14 |
| Rho: |
0.28 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.51% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
-56.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.410 |
| 1M High / 1M Low: |
0.600 |
0.320 |
| 6M High / 6M Low: |
1.880 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.977 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.29% |
| Volatility 6M: |
|
147.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
