BNP Paribas Put 110 EMR 17.01.2025
/ DE000PC2X8B0
BNP Paribas Put 110 EMR 17.01.202.../ DE000PC2X8B0 /
| 17/07/2024 08:34:50 |
Chg.-0.040 |
Bid17:18:58 |
Ask17:18:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-9.76% |
0.380
Bid Size: 22,400 |
0.400
Ask Size: 22,400 |
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: |
-27.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.81 |
| Time value: |
0.39 |
| Break-even: |
97.00 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-7.70 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.94% |
| 1 Month |
|
|
-54.32% |
| 3 Months |
|
|
-50.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.410 |
| 1M High / 1M Low: |
0.820 |
0.410 |
| 6M High / 6M Low: |
1.770 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.85% |
| Volatility 6M: |
|
121.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
