BNP Paribas Put 195 SIE 20.09.2024
/ DE000PC21VJ2
BNP Paribas Put 195 SIE 20.09.202.../ DE000PC21VJ2 /
| 8/12/2024 8:48:55 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.70EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
195.00 - |
9/20/2024 |
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 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
8/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
3.39 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.24 |
| Parity: |
3.39 |
| Time value: |
0.45 |
| Break-even: |
156.60 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.05 |
| Spread %: |
1.32% |
| Delta: |
-0.76 |
| Theta: |
-0.43 |
| Omega: |
-3.18 |
| Rho: |
-0.06 |
Quote data
| Open: |
3.70 |
| High: |
3.70 |
| Low: |
3.70 |
| Previous Close: |
3.55 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.15% |
| 3 Months |
|
|
+84.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.86 |
3.55 |
| 6M High / 6M Low: |
4.08 |
1.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.03% |
| Volatility 6M: |
|
176.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
