BNP Paribas Put 178 SIE 20.09.2024
/ DE000PC1B899
BNP Paribas Put 178 SIE 20.09.202.../ DE000PC1B899 /
| 2024-06-28 9:50:18 PM |
Chg.-0.040 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-3.88% |
0.990
Bid Size: 5,200 |
1.020
Ask Size: 5,200 |
SIEMENS AG NA O.N. |
178.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1B89 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
178.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.45 |
| Time value: |
0.61 |
| Break-even: |
167.40 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
-0.53 |
| Theta: |
-0.04 |
| Omega: |
-8.62 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.000 |
| High: |
1.040 |
| Low: |
0.900 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.12% |
| 1 Month |
|
|
+16.47% |
| 3 Months |
|
|
-3.88% |
| YTD |
|
|
-47.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.030 |
| 1M High / 1M Low: |
1.520 |
0.760 |
| 6M High / 6M Low: |
2.530 |
0.530 |
| High (YTD): |
2024-01-17 |
2.530 |
| Low (YTD): |
2024-05-15 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.04% |
| Volatility 6M: |
|
194.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
