BNP Paribas Put 172 SIE 20.09.2024
/ DE000PC1B873
BNP Paribas Put 172 SIE 20.09.202.../ DE000PC1B873 /
| 8/2/2024 8:47:33 AM |
Chg.+0.29 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+32.95% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
172.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
PC1B87 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
172.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.75 |
| Time value: |
0.36 |
| Break-even: |
160.90 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
-0.62 |
| Theta: |
-0.06 |
| Omega: |
-9.20 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
0.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.10% |
| 1 Month |
|
|
+108.93% |
| 3 Months |
|
|
+51.95% |
| YTD |
|
|
-25.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.760 |
| 1M High / 1M Low: |
0.880 |
0.310 |
| 6M High / 6M Low: |
1.710 |
0.310 |
| High (YTD): |
1/17/2024 |
2.100 |
| Low (YTD): |
7/15/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.806 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.33% |
| Volatility 6M: |
|
250.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
