BNP Paribas Put 110 EMR 16.01.2026
/ DE000PC2X8D6
BNP Paribas Put 110 EMR 16.01.202.../ DE000PC2X8D6 /
04/09/2024 08:33:39 |
Chg.+0.17 |
Bid21:45:25 |
Ask21:45:25 |
Underlying |
Strike price |
Expiration date |
Option type |
1.43EUR |
+13.49% |
1.48 Bid Size: 7,100 |
1.50 Ask Size: 7,100 |
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: |
-6.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
0.72 |
Time value: |
0.69 |
Break-even: |
85.46 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.44% |
Delta: |
-0.46 |
Theta: |
-0.01 |
Omega: |
-3.02 |
Rho: |
-0.78 |
Quote data
Open: |
1.43 |
High: |
1.43 |
Low: |
1.43 |
Previous Close: |
1.26 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.72% |
1 Month |
|
|
+28.83% |
3 Months |
|
|
+28.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.28 |
1.26 |
1M High / 1M Low: |
1.65 |
1.23 |
6M High / 6M Low: |
1.65 |
0.84 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.61% |
Volatility 6M: |
|
95.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |