BNP Paribas Put 110 EMR 20.12.2024
/ DE000PC2X792
BNP Paribas Put 110 EMR 20.12.202.../ DE000PC2X792 /
| 2024-10-10 8:20:44 PM |
Chg.+0.010 |
Bid8:26:06 PM |
Ask8:26:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+2.33% |
0.440
Bid Size: 15,200 |
0.460
Ask Size: 15,200 |
Emerson Electric Co |
110.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-0.08 |
| Time value: |
0.45 |
| Break-even: |
96.03 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
-0.43 |
| Theta: |
-0.03 |
| Omega: |
-9.69 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.430 |
| High: |
0.460 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
-61.06% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.400 |
| 1M High / 1M Low: |
1.130 |
0.400 |
| 6M High / 6M Low: |
1.170 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.671 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.58% |
| Volatility 6M: |
|
189.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
