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BNP Paribas Put 168 SIE 20.09.202.../  DE000PC1B857  /

Frankfurt Zert./BNP
2024-08-02  1:50:16 PM Chg.+0.280 Bid2:04:48 PM Ask2:04:48 PM Underlying Strike price Expiration date Option type
1.100EUR +34.15% 1.080
Bid Size: 22,000		 1.100
Ask Size: 22,000		 SIEMENS AG NA O.N. 168.00 EUR 2024-09-20 Put
 

Master data

WKN: PC1B85
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 168.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -19.36
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.35
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.35
Time value: 0.50
Break-even: 159.50
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 3.66%
Delta: -0.54
Theta: -0.06
Omega: -10.41
Rho: -0.13
 

Quote data

Open: 0.880
High: 1.120
Low: 0.880
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+96.43%
1 Month  
+134.04%
3 Months  
+74.60%
YTD
  -19.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.530
1M High / 1M Low: 0.820 0.210
6M High / 6M Low: 1.430 0.210
High (YTD): 2024-01-17 1.820
Low (YTD): 2024-07-12 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.656
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   395.19%
Volatility 6M:   263.30%
Volatility 1Y:   -
Volatility 3Y:   -