BNP Paribas Put 110 EMR 20.12.2024
/ DE000PC2X792
BNP Paribas Put 110 EMR 20.12.202.../ DE000PC2X792 /
| 9/17/2024 8:34:56 AM |
Chg.-0.030 |
Bid9:01:22 AM |
Ask9:01:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-3.33% |
0.870
Bid Size: 3,449 |
0.890
Ask Size: 3,371 |
Emerson Electric Co |
110.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PC2X79 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.68 |
| Time value: |
0.21 |
| Break-even: |
89.94 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
-0.64 |
| Theta: |
-0.02 |
| Omega: |
-6.66 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.44% |
| 1 Month |
|
|
+8.75% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.900 |
| 1M High / 1M Low: |
1.130 |
0.710 |
| 6M High / 6M Low: |
1.210 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.22% |
| Volatility 6M: |
|
189.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
