BNP Paribas Put 115 EMR 20.12.2024
/ DE000PC2X8A2
BNP Paribas Put 115 EMR 20.12.202.../ DE000PC2X8A2 /
| 12/11/2024 08:34:59 |
Chg.-0.006 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
-16.22% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
115.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-133.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-1.33 |
| Time value: |
0.09 |
| Break-even: |
106.94 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.06 |
| Spread %: |
213.79% |
| Delta: |
-0.13 |
| Theta: |
-0.04 |
| Omega: |
-17.14 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.037 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-95.08% |
| 1 Month |
|
|
-95.37% |
| 3 Months |
|
|
-97.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.037 |
| 1M High / 1M Low: |
0.840 |
0.037 |
| 6M High / 6M Low: |
1.570 |
0.037 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.860 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.83% |
| Volatility 6M: |
|
233.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
