BNP Paribas Put 170 SIE 20.09.2024
/ DE000PC1B865
BNP Paribas Put 170 SIE 20.09.202.../ DE000PC1B865 /
| 2024-08-15 10:14:13 AM |
Chg.-0.02 |
Bid9:47:09 PM |
Ask9:47:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-1.82% |
0.84
Bid Size: 3,800 |
0.87
Ask Size: 3,800 |
SIEMENS AG NA O.N. |
170.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1B86 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
1.07 |
| Time value: |
0.04 |
| Break-even: |
158.90 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
4.72% |
| Delta: |
-0.82 |
| Theta: |
-0.02 |
| Omega: |
-11.73 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.41% |
| 1 Month |
|
|
+315.38% |
| 3 Months |
|
|
+191.89% |
| YTD |
|
|
-27.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.10 |
| 1M High / 1M Low: |
1.66 |
0.26 |
| 6M High / 6M Low: |
1.66 |
0.26 |
| High (YTD): |
2024-01-17 |
1.97 |
| Low (YTD): |
2024-07-15 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.06% |
| Volatility 6M: |
|
270.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
