BNP Paribas Put 188 SIE 20.09.2024
/ DE000PC1B9D1
BNP Paribas Put 188 SIE 20.09.202.../ DE000PC1B9D1 /
| 12/08/2024 21:50:11 |
Chg.+0.030 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.100EUR |
+0.98% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
188.00 - |
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 - |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
13/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.24 |
| Parity: |
2.87 |
| Time value: |
0.27 |
| Break-even: |
156.60 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
1.62% |
| Delta: |
-0.78 |
| Theta: |
-0.11 |
| Omega: |
-3.97 |
| Rho: |
-0.15 |
Quote data
| Open: |
3.000 |
| High: |
3.100 |
| Low: |
2.970 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
+187.04% |
| 3 Months |
|
|
+240.66% |
| YTD |
|
|
+20.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.100 |
2.800 |
| 1M High / 1M Low: |
3.330 |
1.010 |
| 6M High / 6M Low: |
3.330 |
0.910 |
| High (YTD): |
17/01/2024 |
3.370 |
| Low (YTD): |
12/07/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.04% |
| Volatility 6M: |
|
206.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
