BNP Paribas Put 115 EMR 20.12.2024
/ DE000PC2X8A2
BNP Paribas Put 115 EMR 20.12.202.../ DE000PC2X8A2 /
| 2024-07-05 9:50:27 PM |
Chg.+0.010 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
0.870
Bid Size: 9,900 |
0.890
Ask Size: 9,900 |
Emerson Electric Co |
115.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2X8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 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: |
-11.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.51 |
| Time value: |
0.38 |
| Break-even: |
97.19 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-6.14 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.860 |
| High: |
0.930 |
| Low: |
0.860 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
-8.42% |
| 3 Months |
|
|
+6.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.850 |
| 1M High / 1M Low: |
1.070 |
0.840 |
| 6M High / 6M Low: |
2.180 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.00% |
| Volatility 6M: |
|
110.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
