BNP Paribas Put 162 SIE 20.09.2024
/ DE000PC1B832
BNP Paribas Put 162 SIE 20.09.202.../ DE000PC1B832 /
| 02/08/2024 08:47:33 |
Chg.+0.170 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+41.46% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
162.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC1B83 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
162.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.42 |
| Time value: |
0.50 |
| Break-even: |
152.80 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
10.84% |
| Delta: |
-0.55 |
| Theta: |
-0.07 |
| Omega: |
-9.45 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.63% |
| 1 Month |
|
|
+93.33% |
| 3 Months |
|
|
+28.89% |
| YTD |
|
|
-48.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.350 |
| 1M High / 1M Low: |
0.580 |
0.150 |
| 6M High / 6M Low: |
1.170 |
0.150 |
| High (YTD): |
17/01/2024 |
1.470 |
| Low (YTD): |
15/07/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.71% |
| Volatility 6M: |
|
278.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
