BNP Paribas Call 195 SIE 17.05.20.../  DE000PC6M7G0  /

Frankfurt Zert./BNP
2024-04-30  9:50:14 PM Chg.-0.010 Bid9:57:07 PM Ask9:57:07 PM Underlying Strike price Expiration date Option type
0.001EUR -90.91% 0.001
Bid Size: 20,000
0.049
Ask Size: 20,000
SIEMENS AG NA O.N. 195.00 EUR 2024-05-17 Call
 

Master data

WKN: PC6M7G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 195.00 EUR
Maturity: 2024-05-17
Issue date: 2024-03-14
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 296.07
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -1.74
Time value: 0.06
Break-even: 195.60
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 6.91
Spread abs.: 0.05
Spread %: 445.45%
Delta: 0.10
Theta: -0.07
Omega: 30.64
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.009
Low: 0.001
Previous Close: 0.011
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -94.74%
1 Month
  -99.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.019 0.001
1M High / 1M Low: 0.080 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   669.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -