BNP Paribas Put 165 SIE 20.09.2024
/ DE000PC1B840
BNP Paribas Put 165 SIE 20.09.202.../ DE000PC1B840 /
06/09/2024 21:50:13 |
Chg.+0.250 |
Bid21:57:51 |
Ask21:57:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+80.65% |
0.590 Bid Size: 5,085 |
0.620 Ask Size: 4,839 |
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: |
-25.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
0.39 |
Time value: |
0.23 |
Break-even: |
158.80 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.03 |
Spread %: |
5.08% |
Delta: |
-0.63 |
Theta: |
-0.14 |
Omega: |
-16.28 |
Rho: |
-0.04 |
Quote data
Open: |
0.300 |
High: |
0.570 |
Low: |
0.260 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+366.67% |
1 Month |
|
|
-29.11% |
3 Months |
|
|
+33.33% |
YTD |
|
|
-53.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.110 |
1M High / 1M Low: |
0.940 |
0.110 |
6M High / 6M Low: |
1.240 |
0.110 |
High (YTD): |
17/01/2024 |
1.620 |
Low (YTD): |
02/09/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.288 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.425 |
Avg. volume 1M: |
|
272.727 |
Avg. price 6M: |
|
0.485 |
Avg. volume 6M: |
|
93.750 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
504.17% |
Volatility 6M: |
|
354.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |