BNP Paribas Put 100 EMR 20.09.2024
/ DE000PC39EK8
BNP Paribas Put 100 EMR 20.09.202.../ DE000PC39EK8 /
| 05/09/2024 12:21:13 |
Chg.-0.040 |
Bid05/09/2024 |
Ask05/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-25.00% |
0.120
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
Emerson Electric Co |
100.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC39EK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-53.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.08 |
| Time value: |
0.17 |
| Break-even: |
88.55 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
-0.42 |
| Theta: |
-0.07 |
| Omega: |
-22.53 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.120 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.01% |
| 1 Month |
|
|
-62.50% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.040 |
| 1M High / 1M Low: |
0.380 |
0.040 |
| 6M High / 6M Low: |
0.380 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.171 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
831.40% |
| Volatility 6M: |
|
462.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
