BNP Paribas Put 150 SIE 17.12.2027
/ DE000PC30AC2
BNP Paribas Put 150 SIE 17.12.202.../ DE000PC30AC2 /
09/07/2024 09:51:02 |
Chg.+0.06 |
Bid13:37:01 |
Ask13:37:01 |
Underlying |
Strike price |
Expiration date |
Option type |
1.88EUR |
+3.30% |
1.89 Bid Size: 29,000 |
1.97 Ask Size: 29,000 |
SIEMENS AG NA O.N. |
150.00 EUR |
17/12/2027 |
Put |
Master data
WKN: |
PC30AC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 EUR |
Maturity: |
17/12/2027 |
Issue date: |
26/01/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-2.72 |
Time value: |
1.93 |
Break-even: |
130.70 |
Moneyness: |
0.85 |
Premium: |
0.26 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.09 |
Spread %: |
4.89% |
Delta: |
-0.22 |
Theta: |
-0.01 |
Omega: |
-2.00 |
Rho: |
-1.99 |
Quote data
Open: |
1.88 |
High: |
1.88 |
Low: |
1.88 |
Previous Close: |
1.82 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.08% |
1 Month |
|
|
+0.53% |
3 Months |
|
|
-7.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.86 |
1.77 |
1M High / 1M Low: |
2.10 |
1.77 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |