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

Frankfurt Zert./BNP
2024-06-06  5:20:45 PM Chg.+0.060 Bid5:37:08 PM Ask5:37:08 PM Underlying Strike price Expiration date Option type
0.160EUR +60.00% 0.160
Bid Size: 10,000		 0.210
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: -119.21
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.68
Time value: 0.15
Break-even: 170.50
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 2.02
Spread abs.: 0.05
Spread %: 50.00%
Delta: -0.24
Theta: -0.10
Omega: -28.20
Rho: -0.02
 

Quote data

Open: 0.090
High: 0.170
Low: 0.080
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -48.39%
3 Months
  -68.00%
YTD
  -87.97%
1 Year
  -92.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.100
1M High / 1M Low: 0.350 0.100
6M High / 6M Low: 1.930 0.100
High (YTD): 2024-01-17 1.930
Low (YTD): 2024-06-05 0.100
52W High: 2023-10-26 5.280
52W Low: 2024-06-05 0.100
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.871
Avg. volume 6M:   32
Avg. price 1Y:   2.136
Avg. volume 1Y:   15.625
Volatility 1M:   763.65%
Volatility 6M:   352.26%
Volatility 1Y:   255.14%
Volatility 3Y:   -