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BNP Paribas Put 172 SIE 21.06.202.../  DE000PC03XK4  /

EUWAX
2024-06-05  8:37:31 AM Chg.+0.070 Bid5:37:01 PM Ask5:37:01 PM Underlying Strike price Expiration date Option type
0.170EUR +70.00% 0.100
Bid Size: 10,000		 0.150
Ask Size: 10,000		 SIEMENS AG NA O.N. 172.00 - 2024-06-21 Put
 

Master data

WKN: PC03XK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 172.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -69.71
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.23
Time value: 0.25
Break-even: 169.50
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.85
Spread abs.: 0.05
Spread %: 25.00%
Delta: -0.38
Theta: -0.10
Omega: -26.45
Rho: -0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -58.54%
3 Months
  -67.92%
YTD
  -87.50%
1 Year
  -92.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.090
1M High / 1M Low: 0.340 0.090
6M High / 6M Low: 1.990 0.090
High (YTD): 2024-01-17 1.950
Low (YTD): 2024-06-03 0.090
52W High: 2023-10-26 5.280
52W Low: 2024-06-03 0.090
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.892
Avg. volume 6M:   0.000
Avg. price 1Y:   2.148
Avg. volume 1Y:   0.000
Volatility 1M:   703.36%
Volatility 6M:   330.13%
Volatility 1Y:   239.96%
Volatility 3Y:   -