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: |
|
- |
