BNP Paribas Put 188 SIE 20.09.2024
/ DE000PC1B9D1
BNP Paribas Put 188 SIE 20.09.202.../ DE000PC1B9D1 /
| 02/08/2024 13:20:36 |
Chg.+0.440 |
Bid13:34:53 |
Ask13:34:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
+18.18% |
2.850
Bid Size: 16,000 |
2.890
Ask Size: 16,000 |
SIEMENS AG NA O.N. |
188.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
2.35 |
| Time value: |
0.12 |
| Break-even: |
163.30 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
2.07% |
| Delta: |
-0.81 |
| Theta: |
-0.05 |
| Omega: |
-5.41 |
| Rho: |
-0.21 |
Quote data
| Open: |
2.520 |
| High: |
2.860 |
| Low: |
2.520 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.13% |
| 1 Month |
|
|
+86.93% |
| 3 Months |
|
|
+76.54% |
| YTD |
|
|
+10.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.420 |
1.880 |
| 1M High / 1M Low: |
2.420 |
0.910 |
| 6M High / 6M Low: |
2.820 |
0.910 |
| High (YTD): |
17/01/2024 |
3.370 |
| Low (YTD): |
12/07/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.694 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.80% |
| Volatility 6M: |
|
201.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
