BNP Paribas Put 110 EMR 16.01.2026
/ DE000PC2X8D6
BNP Paribas Put 110 EMR 16.01.202.../ DE000PC2X8D6 /
10/10/2024 19:05:18 |
Chg.+0.010 |
Bid19:15:02 |
Ask19:15:02 |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
+0.98% |
1.020 Bid Size: 13,800 |
1.040 Ask Size: 13,800 |
Emerson Electric Co |
110.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC2X8D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/01/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
-0.08 |
Time value: |
1.04 |
Break-even: |
90.13 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-3.67 |
Rho: |
-0.62 |
Quote data
Open: |
1.020 |
High: |
1.040 |
Low: |
1.010 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.50% |
1 Month |
|
|
-35.22% |
3 Months |
|
|
-0.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.990 |
1M High / 1M Low: |
1.590 |
0.990 |
6M High / 6M Low: |
1.640 |
0.840 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.218 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.151 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.47% |
Volatility 6M: |
|
96.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |