OverviewChartNewsTraderScreen

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

EUWAX
2024-05-24  8:36:45 AM Chg.-0.040 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
0.220EUR -15.38% -
Bid Size: -		 -
Ask Size: -		 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: -93.32
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -0.53
Time value: 0.19
Break-even: 170.10
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 18.75%
Delta: -0.28
Theta: -0.06
Omega: -26.11
Rho: -0.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -56.86%
3 Months
  -66.67%
YTD
  -83.82%
1 Year
  -90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.220
1M High / 1M Low: 0.510 0.110
6M High / 6M Low: 2.640 0.110
High (YTD): 2024-01-17 1.950
Low (YTD): 2024-05-16 0.110
52W High: 2023-10-26 5.280
52W Low: 2024-05-16 0.110
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   2.210
Avg. volume 1Y:   0.000
Volatility 1M:   683.23%
Volatility 6M:   315.81%
Volatility 1Y:   229.81%
Volatility 3Y:   -