BNP Paribas Put 190 SIE 20.06.2025
/ DE000PC1B9G4
BNP Paribas Put 190 SIE 20.06.202.../ DE000PC1B9G4 /
| 9/10/2024 9:54:59 AM |
Chg.0.00 |
Bid9:57:59 AM |
Ask9:57:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
0.00% |
3.21
Bid Size: 19,000 |
3.23
Ask Size: 19,000 |
SIEMENS AG NA O.N. |
190.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
PC1B9G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
12/7/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
2.74 |
| Time value: |
0.52 |
| Break-even: |
157.40 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.93% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-3.11 |
| Rho: |
-1.04 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
3.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.37% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
+25.78% |
| YTD |
|
|
-3.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.61 |
| 1M High / 1M Low: |
3.62 |
2.61 |
| 6M High / 6M Low: |
3.93 |
1.85 |
| High (YTD): |
8/5/2024 |
3.93 |
| Low (YTD): |
5/13/2024 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.33% |
| Volatility 6M: |
|
106.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
