BNP Paribas Put 175 SIE 20.09.2024
/ DE000PC1B881
BNP Paribas Put 175 SIE 20.09.202.../ DE000PC1B881 /
| 7/16/2024 10:24:44 AM |
Chg.+0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+10.53% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
175.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-38.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.59 |
| Time value: |
0.47 |
| Break-even: |
170.30 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
-0.34 |
| Theta: |
-0.05 |
| Omega: |
-13.01 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.420 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-67.44% |
| 3 Months |
|
|
-64.41% |
| YTD |
|
|
-76.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.380 |
| 1M High / 1M Low: |
1.180 |
0.380 |
| 6M High / 6M Low: |
2.320 |
0.380 |
| High (YTD): |
1/17/2024 |
2.320 |
| Low (YTD): |
7/15/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.66% |
| Volatility 6M: |
|
207.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
