BNP Paribas Put 105 EMR 20.09.2024
/ DE000PC39EL6
BNP Paribas Put 105 EMR 20.09.202.../ DE000PC39EL6 /
| 9/6/2024 9:21:22 AM |
Chg.+0.020 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.490
Bid Size: 6,123 |
0.550
Ask Size: 5,455 |
Emerson Electric Co |
105.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.37 |
| Time value: |
0.07 |
| Break-even: |
90.36 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
-0.74 |
| Theta: |
-0.05 |
| Omega: |
-15.31 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.450 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+188.24% |
| 1 Month |
|
|
+44.12% |
| 3 Months |
|
|
+32.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.160 |
| 1M High / 1M Low: |
0.640 |
0.160 |
| 6M High / 6M Low: |
0.640 |
0.075 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
560.81% |
| Volatility 6M: |
|
366.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
