BNP Paribas Put 188 SIE 20.09.2024
/ DE000PC1B9D1
BNP Paribas Put 188 SIE 20.09.202.../ DE000PC1B9D1 /
2024-06-28 7:20:30 PM |
Chg.-0.040 |
Bid2024-06-28 |
Ask2024-06-28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.650EUR |
-2.37% |
1.650 Bid Size: 3,800 |
1.680 Ask Size: 3,800 |
SIEMENS AG NA O.N. |
188.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
PC1B9D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
188.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-07 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
1.45 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
1.45 |
Time value: |
0.27 |
Break-even: |
170.80 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
1.78% |
Delta: |
-0.69 |
Theta: |
-0.03 |
Omega: |
-6.91 |
Rho: |
-0.31 |
Quote data
Open: |
1.650 |
High: |
1.710 |
Low: |
1.500 |
Previous Close: |
1.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-21.05% |
1 Month |
|
|
+16.20% |
3 Months |
|
|
+4.43% |
YTD |
|
|
-36.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.090 |
1.690 |
1M High / 1M Low: |
2.300 |
1.300 |
6M High / 6M Low: |
3.370 |
0.910 |
High (YTD): |
2024-01-17 |
3.370 |
Low (YTD): |
2024-05-15 |
0.910 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.932 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.727 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.967 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.27% |
Volatility 6M: |
|
171.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |