BNP Paribas Put 165 SIE 20.09.2024
/ DE000PC1B840
BNP Paribas Put 165 SIE 20.09.202.../ DE000PC1B840 /
| 7/31/2024 8:20:22 PM |
Chg.-0.050 |
Bid7/31/2024 |
Ask7/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-11.36% |
0.390
Bid Size: 8,600 |
0.420
Ask Size: 8,600 |
SIEMENS AG NA O.N. |
165.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-35.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.35 |
| Time value: |
0.48 |
| Break-even: |
160.20 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
-0.38 |
| Theta: |
-0.06 |
| Omega: |
-13.32 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.390 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
-11.36% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-67.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.400 |
| 1M High / 1M Low: |
0.470 |
0.160 |
| 6M High / 6M Low: |
1.250 |
0.160 |
| High (YTD): |
1/17/2024 |
1.620 |
| Low (YTD): |
7/12/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.34% |
| Volatility 6M: |
|
269.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
