BNP Paribas Put 110 EMR 20.12.2024
/ DE000PC2X792
BNP Paribas Put 110 EMR 20.12.202.../ DE000PC2X792 /
08/10/2024 13:46:57 |
Chg.-0.010 |
Bid19:26:45 |
Ask19:26:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-2.38% |
0.500 Bid Size: 15,400 |
0.520 Ask Size: 15,400 |
Emerson Electric Co |
110.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
04/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
-0.23 |
Time value: |
0.41 |
Break-even: |
96.13 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
5.13% |
Delta: |
-0.39 |
Theta: |
-0.03 |
Omega: |
-9.71 |
Rho: |
-0.09 |
Quote data
Open: |
0.390 |
High: |
0.410 |
Low: |
0.390 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.58% |
1 Month |
|
|
-60.19% |
3 Months |
|
|
-34.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.420 |
1M High / 1M Low: |
1.130 |
0.420 |
6M High / 6M Low: |
1.210 |
0.330 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.724 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.669 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.32% |
Volatility 6M: |
|
196.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |