BNP Paribas Put 175 SIE 20.09.2024
/ DE000PC1B881
BNP Paribas Put 175 SIE 20.09.202.../ DE000PC1B881 /
02/08/2024 19:50:13 |
Chg.+0.420 |
Bid20:04:24 |
Ask20:04:24 |
Underlying |
Strike price |
Expiration date |
Option type |
1.720EUR |
+32.31% |
1.710 Bid Size: 1,800 |
1.880 Ask Size: 1,800 |
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: |
-12.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.05 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
1.05 |
Time value: |
0.28 |
Break-even: |
161.70 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
2.31% |
Delta: |
-0.67 |
Theta: |
-0.06 |
Omega: |
-8.34 |
Rho: |
-0.17 |
Quote data
Open: |
1.380 |
High: |
1.860 |
Low: |
1.380 |
Previous Close: |
1.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+89.01% |
1 Month |
|
|
+132.43% |
3 Months |
|
|
+93.26% |
YTD |
|
|
-0.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
0.890 |
1M High / 1M Low: |
1.300 |
0.360 |
6M High / 6M Low: |
1.850 |
0.360 |
High (YTD): |
17/01/2024 |
2.300 |
Low (YTD): |
12/07/2024 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.740 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.937 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
361.89% |
Volatility 6M: |
|
249.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |