BNP Paribas Put 168 SIE 20.09.2024
/ DE000PC1B857
BNP Paribas Put 168 SIE 20.09.202.../ DE000PC1B857 /
2024-05-23 8:49:12 AM |
Chg.+0.060 |
Bid3:54:45 PM |
Ask3:54:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+11.76% |
0.490 Bid Size: 49,000 |
0.510 Ask Size: 49,000 |
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: |
-28.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
-0.57 |
Time value: |
0.61 |
Break-even: |
161.90 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
5.17% |
Delta: |
-0.35 |
Theta: |
-0.03 |
Omega: |
-9.84 |
Rho: |
-0.22 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.50% |
1 Month |
|
|
-20.83% |
3 Months |
|
|
-34.48% |
YTD |
|
|
-58.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.400 |
1M High / 1M Low: |
0.720 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-17 |
1.830 |
Low (YTD): |
2024-05-15 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.548 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.535 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
263.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |