BNP Paribas Put 105 EMR 20.09.2024
/ DE000PC39EL6
BNP Paribas Put 105 EMR 20.09.202.../ DE000PC39EL6 /
| 14/08/2024 19:50:34 |
Chg.+0.030 |
Bid14/08/2024 |
Ask14/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+9.09% |
0.360
Bid Size: 10,000 |
0.380
Ask Size: 10,000 |
Emerson Electric Co |
105.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC39EL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 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: |
-26.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.08 |
| Time value: |
0.28 |
| Break-even: |
91.89 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
-0.50 |
| Theta: |
-0.04 |
| Omega: |
-13.27 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.410 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.75% |
| 1 Month |
|
|
+227.27% |
| 3 Months |
|
|
+89.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.330 |
| 1M High / 1M Low: |
0.640 |
0.075 |
| 6M High / 6M Low: |
0.640 |
0.075 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
652.95% |
| Volatility 6M: |
|
323.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
