BNP Paribas Put 110 EMR 20.06.2025
/ DE000PC39EU7
BNP Paribas Put 110 EMR 20.06.202.../ DE000PC39EU7 /
2024-10-10 8:21:00 PM |
Chg.0.000 |
Bid8:48:42 PM |
Ask8:48:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
0.00% |
0.790 Bid Size: 18,200 |
0.810 Ask Size: 18,200 |
Emerson Electric Co |
110.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
PC39EU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
-0.08 |
Time value: |
0.80 |
Break-even: |
92.53 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.56% |
Delta: |
-0.40 |
Theta: |
-0.01 |
Omega: |
-5.09 |
Rho: |
-0.34 |
Quote data
Open: |
0.780 |
High: |
0.800 |
Low: |
0.760 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-43.07% |
3 Months |
|
|
-9.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.740 |
1M High / 1M Low: |
1.370 |
0.740 |
6M High / 6M Low: |
1.420 |
0.620 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.794 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.968 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.946 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.25% |
Volatility 6M: |
|
126.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |