BNP Paribas Put 165 SIE 20.09.2024
/ DE000PC1B840
BNP Paribas Put 165 SIE 20.09.202.../ DE000PC1B840 /
| 16/07/2024 10:24:44 |
Chg.+0.010 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
165.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC1B84 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-82.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-1.59 |
| Time value: |
0.22 |
| Break-even: |
162.80 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
15.79% |
| Delta: |
-0.18 |
| Theta: |
-0.04 |
| Omega: |
-14.99 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.94% |
| 1 Month |
|
|
-75.68% |
| 3 Months |
|
|
-75.68% |
| YTD |
|
|
-85.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.170 |
| 1M High / 1M Low: |
0.660 |
0.170 |
| 6M High / 6M Low: |
1.640 |
0.170 |
| High (YTD): |
17/01/2024 |
1.640 |
| Low (YTD): |
15/07/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.639 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.76% |
| Volatility 6M: |
|
256.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
