BNP Paribas Put 200 SIE 20.12.2024
/ DE000PC21VK0
BNP Paribas Put 200 SIE 20.12.202.../ DE000PC21VK0 /
| 2024-06-28 8:44:33 AM |
Chg.-0.43 |
Bid8:49:57 PM |
Ask8:49:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-13.48% |
2.79
Bid Size: 3,400 |
2.84
Ask Size: 3,400 |
SIEMENS AG NA O.N. |
200.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC21VK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
2.65 |
| Time value: |
0.22 |
| Break-even: |
171.30 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
1.77% |
| Delta: |
-0.71 |
| Theta: |
-0.02 |
| Omega: |
-4.26 |
| Rho: |
-0.72 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
3.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.91% |
| 1 Month |
|
|
+16.95% |
| 3 Months |
|
|
+4.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.24 |
3.03 |
| 1M High / 1M Low: |
3.39 |
2.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
