BNP Paribas Put 110 EMR 20.12.2024
/ DE000PC2X792
BNP Paribas Put 110 EMR 20.12.202.../ DE000PC2X792 /
| 8/2/2024 12:50:35 PM |
Chg.+0.040 |
Bid8/2/2024 |
Ask8/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+7.27% |
0.590
Bid Size: 10,800 |
0.610
Ask Size: 10,800 |
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: |
-18.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.29 |
| Time value: |
0.58 |
| Break-even: |
96.18 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
-0.38 |
| Theta: |
-0.02 |
| Omega: |
-6.81 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.570 |
| High: |
0.590 |
| Low: |
0.570 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.90% |
| 1 Month |
|
|
-6.35% |
| 3 Months |
|
|
-33.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.380 |
| 1M High / 1M Low: |
0.630 |
0.330 |
| 6M High / 6M Low: |
1.690 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.08% |
| Volatility 6M: |
|
145.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
