BNP Paribas Put 200 SIE 20.12.2024
/ DE000PC21VK0
BNP Paribas Put 200 SIE 20.12.202.../ DE000PC21VK0 /
| 16/07/2024 08:46:45 |
Chg.+0.18 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+8.82% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
200.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
1.91 |
| Time value: |
0.31 |
| Break-even: |
177.80 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.37% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-5.41 |
| Rho: |
-0.61 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.25% |
| 1 Month |
|
|
-34.51% |
| 3 Months |
|
|
-23.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.04 |
| 1M High / 1M Low: |
3.34 |
2.04 |
| 6M High / 6M Low: |
4.54 |
1.88 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
149.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.33% |
| Volatility 6M: |
|
113.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
