BNP Paribas Put 220 SIE 18.12.2026
/ DE000PC30AA6
BNP Paribas Put 220 SIE 18.12.202.../ DE000PC30AA6 /
| 09/07/2024 09:51:02 |
Chg.+0.16 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.32EUR |
+3.10% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
220.00 EUR |
18/12/2026 |
Put |
Master data
| WKN: |
PC30AA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 EUR |
| Maturity: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
4.28 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
4.28 |
| Time value: |
0.99 |
| Break-even: |
167.30 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.07 |
| Spread %: |
1.35% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-1.65 |
| Rho: |
-3.41 |
Quote data
| Open: |
5.32 |
| High: |
5.32 |
| Low: |
5.32 |
| Previous Close: |
5.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.95% |
| 1 Month |
|
|
-0.19% |
| 3 Months |
|
|
-2.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.28 |
5.01 |
| 1M High / 1M Low: |
5.92 |
5.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
