BNP Paribas Put 188 SIE 20.09.2024
/ DE000PC1B9D1
BNP Paribas Put 188 SIE 20.09.202.../ DE000PC1B9D1 /
| 7/9/2024 10:20:29 AM |
Chg.+0.100 |
Bid10:39:59 AM |
Ask10:39:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+7.41% |
1.430
Bid Size: 19,000 |
1.450
Ask Size: 19,000 |
SIEMENS AG NA O.N. |
188.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.08 |
| Time value: |
0.30 |
| Break-even: |
174.20 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.22% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-8.43 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.350 |
| High: |
1.480 |
| Low: |
1.350 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.23% |
| 1 Month |
|
|
-10.49% |
| 3 Months |
|
|
-20.33% |
| YTD |
|
|
-43.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.350 |
| 1M High / 1M Low: |
2.300 |
1.350 |
| 6M High / 6M Low: |
3.370 |
0.910 |
| High (YTD): |
1/17/2024 |
3.370 |
| Low (YTD): |
5/15/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.26% |
| Volatility 6M: |
|
172.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
