BNP Paribas Put 170 SIE 20.09.2024
/ DE000PC1B865
BNP Paribas Put 170 SIE 20.09.202.../ DE000PC1B865 /
| 28/06/2024 10:07:08 |
Chg.-0.190 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-24.05% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
170.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.35 |
| Time value: |
0.69 |
| Break-even: |
163.10 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
-0.39 |
| Theta: |
-0.05 |
| Omega: |
-9.78 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.71% |
| 1 Month |
|
|
+27.66% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
-59.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.720 |
| 1M High / 1M Low: |
1.000 |
0.450 |
| 6M High / 6M Low: |
1.970 |
0.370 |
| High (YTD): |
17/01/2024 |
1.970 |
| Low (YTD): |
15/05/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.955 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.47% |
| Volatility 6M: |
|
221.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
