BNP Paribas Put 175 SIE 20.09.2024
/ DE000PC1B881
BNP Paribas Put 175 SIE 20.09.202.../ DE000PC1B881 /
| 09/09/2024 19:20:31 |
Chg.-0.200 |
Bid19:42:57 |
Ask19:42:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-14.60% |
1.200
Bid Size: 3,200 |
1.290
Ask Size: 3,200 |
SIEMENS AG NA O.N. |
175.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC1B88 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
1.39 |
| Time value: |
0.11 |
| Break-even: |
160.00 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.09 |
| Spread %: |
6.38% |
| Delta: |
-0.82 |
| Theta: |
-0.15 |
| Omega: |
-8.78 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.110 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+112.73% |
| 1 Month |
|
|
-34.64% |
| 3 Months |
|
|
+42.68% |
| YTD |
|
|
-32.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
0.550 |
| 1M High / 1M Low: |
1.820 |
0.550 |
| 6M High / 6M Low: |
2.070 |
0.360 |
| High (YTD): |
17/01/2024 |
2.300 |
| Low (YTD): |
12/07/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.929 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.24% |
| Volatility 6M: |
|
272.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
