BNP Paribas Put 115 EMR 20.12.2024
/ DE000PC2X8A2
BNP Paribas Put 115 EMR 20.12.202.../ DE000PC2X8A2 /
| 2024-11-11 1:36:22 PM |
Chg.-0.008 |
Bid1:56:01 PM |
Ask1:56:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-17.78% |
0.037
Bid Size: 13,600 |
0.091
Ask Size: 13,600 |
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: |
-130.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-1.14 |
| Time value: |
0.09 |
| Break-even: |
106.43 |
| Moneyness: |
0.90 |
| Premium: |
0.10 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.05 |
| Spread %: |
111.63% |
| Delta: |
-0.14 |
| Theta: |
-0.03 |
| Omega: |
-18.37 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.037 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-95.54% |
| 1 Month |
|
|
-94.48% |
| 3 Months |
|
|
-96.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.045 |
| 1M High / 1M Low: |
0.840 |
0.045 |
| 6M High / 6M Low: |
1.570 |
0.045 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.347 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.866 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.41% |
| Volatility 6M: |
|
232.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
