BNP Paribas Put 195 SIE 20.09.2024
/ DE000PC21VJ2
BNP Paribas Put 195 SIE 20.09.202.../ DE000PC21VJ2 /
| 02/08/2024 21:20:13 |
Chg.+0.490 |
Bid21:46:23 |
Ask21:46:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.590EUR |
+15.81% |
3.590
Bid Size: 1,500 |
3.760
Ask Size: 1,500 |
SIEMENS AG NA O.N. |
195.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC21VJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
3.05 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
3.05 |
| Time value: |
0.10 |
| Break-even: |
163.50 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
1.61% |
| Delta: |
-0.84 |
| Theta: |
-0.05 |
| Omega: |
-4.39 |
| Rho: |
-0.23 |
Quote data
| Open: |
3.210 |
| High: |
3.770 |
| Low: |
3.210 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.46% |
| 1 Month |
|
|
+72.60% |
| 3 Months |
|
|
+68.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.100 |
2.520 |
| 1M High / 1M Low: |
3.100 |
1.380 |
| 6M High / 6M Low: |
3.430 |
1.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.219 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.48% |
| Volatility 6M: |
|
172.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
