BNP Paribas Put 178 SIE 20.09.2024
/ DE000PC1B899
BNP Paribas Put 178 SIE 20.09.202.../ DE000PC1B899 /
| 7/16/2024 9:50:18 PM |
Chg.-0.040 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-7.27% |
0.510
Bid Size: 7,400 |
0.540
Ask Size: 7,400 |
SIEMENS AG NA O.N. |
178.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-31.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.29 |
| Time value: |
0.58 |
| Break-even: |
172.20 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
-0.40 |
| Theta: |
-0.05 |
| Omega: |
-12.34 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.550 |
| High: |
0.560 |
| Low: |
0.500 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.16% |
| 1 Month |
|
|
-66.45% |
| 3 Months |
|
|
-59.52% |
| YTD |
|
|
-73.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.450 |
| 1M High / 1M Low: |
1.340 |
0.450 |
| 6M High / 6M Low: |
2.530 |
0.450 |
| High (YTD): |
1/17/2024 |
2.530 |
| Low (YTD): |
7/12/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.28% |
| Volatility 6M: |
|
209.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
