BNP Paribas Put 110 EMR 17.01.2025
/ DE000PC2X8B0
BNP Paribas Put 110 EMR 17.01.202.../ DE000PC2X8B0 /
| 10/10/2024 20:50:29 |
Chg.+0.010 |
Bid21:17:33 |
Ask21:17:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.480
Bid Size: 16,600 |
0.500
Ask Size: 16,600 |
Emerson Electric Co |
110.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PC2X8B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.08 |
| Time value: |
0.50 |
| Break-even: |
95.53 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-8.62 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.480 |
| High: |
0.510 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.91% |
| 1 Month |
|
|
-58.12% |
| 3 Months |
|
|
-16.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.450 |
| 1M High / 1M Low: |
1.170 |
0.450 |
| 6M High / 6M Low: |
1.210 |
0.370 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.709 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.22% |
| Volatility 6M: |
|
179.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
