BNP Paribas Put 168 SIE 20.09.2024
/ DE000PC1B857
BNP Paribas Put 168 SIE 20.09.202.../ DE000PC1B857 /
| 2024-05-31 9:50:16 PM |
Chg.-0.020 |
Bid9:54:56 PM |
Ask9:54:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-4.08% |
0.450
Bid Size: 10,200 |
0.480
Ask Size: 10,200 |
SIEMENS AG NA O.N. |
168.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1B85 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
168.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.81 |
| Time value: |
0.52 |
| Break-even: |
162.80 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
-0.31 |
| Theta: |
-0.03 |
| Omega: |
-10.50 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.480 |
| High: |
0.500 |
| Low: |
0.470 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
-25.40% |
| 3 Months |
|
|
-17.54% |
| YTD |
|
|
-65.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.430 |
| 1M High / 1M Low: |
0.630 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
1.820 |
| Low (YTD): |
2024-05-15 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
