BNP Paribas Put 160 SIE 17.12.2027
/ DE000PC30AD0
BNP Paribas Put 160 SIE 17.12.202.../ DE000PC30AD0 /
| 9/9/2024 9:30:03 AM |
Chg.+0.02 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
+0.69% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
160.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC30AD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-0.11 |
| Time value: |
3.10 |
| Break-even: |
129.00 |
| Moneyness: |
0.99 |
| Premium: |
0.20 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
2.99% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-1.57 |
| Rho: |
-2.61 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
2.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.18% |
| 1 Month |
|
|
-6.43% |
| 3 Months |
|
|
+28.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.57 |
| 1M High / 1M Low: |
3.11 |
2.57 |
| 6M High / 6M Low: |
3.31 |
2.01 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.31% |
| Volatility 6M: |
|
57.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
