BNP Paribas Put 105 EMR 20.09.2024
/ DE000PC39EL6
BNP Paribas Put 105 EMR 20.09.202.../ DE000PC39EL6 /
9/16/2024 9:50:36 PM |
Chg.-0.060 |
Bid9:59:47 PM |
Ask9/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-20.69% |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
105.00 - |
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 - |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.43 |
Historic volatility: |
0.22 |
Parity: |
0.23 |
Time value: |
0.06 |
Break-even: |
91.45 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
-0.73 |
Theta: |
-0.19 |
Omega: |
-23.19 |
Rho: |
-0.01 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.210 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-59.65% |
1 Month |
|
|
-28.13% |
3 Months |
|
|
-30.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.230 |
1M High / 1M Low: |
0.610 |
0.160 |
6M High / 6M Low: |
0.640 |
0.075 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.325 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.290 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
504.99% |
Volatility 6M: |
|
374.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |