BNP Paribas Put 140 SIE 17.12.2027
/ DE000PC30AB4
BNP Paribas Put 140 SIE 17.12.202.../ DE000PC30AB4 /
| 10/11/2024 4:37:10 PM |
Chg.-0.10 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-5.99% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
140.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC30AB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-4.58 |
| Time value: |
1.64 |
| Break-even: |
123.60 |
| Moneyness: |
0.75 |
| Premium: |
0.33 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
5.81% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-2.02 |
| Rho: |
-1.58 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.65% |
| 1 Month |
|
|
-19.90% |
| 3 Months |
|
|
+10.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.57 |
| 1M High / 1M Low: |
1.99 |
1.57 |
| 6M High / 6M Low: |
2.31 |
1.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.42% |
| Volatility 6M: |
|
60.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
