BNP Paribas Put 220 SIE 18.12.2026
/ DE000PC30AA6
BNP Paribas Put 220 SIE 18.12.202.../ DE000PC30AA6 /
| 8/2/2024 9:27:58 AM |
Chg.+0.49 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.49EUR |
+8.17% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
220.00 EUR |
12/18/2026 |
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: |
12/18/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.22 |
| Intrinsic value: |
6.22 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
6.22 |
| Time value: |
0.70 |
| Break-even: |
150.80 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.25 |
| Spread %: |
3.75% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-1.22 |
| Rho: |
-3.65 |
Quote data
| Open: |
6.49 |
| High: |
6.49 |
| Low: |
6.49 |
| Previous Close: |
6.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.37% |
| 1 Month |
|
|
+22.92% |
| 3 Months |
|
|
+21.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.49 |
5.83 |
| 1M High / 1M Low: |
6.49 |
4.85 |
| 6M High / 6M Low: |
6.49 |
4.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.40% |
| Volatility 6M: |
|
53.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
