BNP Paribas Put 120 EMR 17.01.2025
/ DE000PC5C1Y9
BNP Paribas Put 120 EMR 17.01.202.../ DE000PC5C1Y9 /
| 2024-10-10 8:21:05 PM |
Chg.+0.020 |
Bid8:44:11 PM |
Ask8:44:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+2.00% |
1.020
Bid Size: 19,000 |
1.040
Ask Size: 19,000 |
Emerson Electric Co |
120.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC5C1Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.83 |
| Time value: |
0.20 |
| Break-even: |
99.37 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-6.55 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.010 |
| High: |
1.050 |
| Low: |
0.990 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.27% |
| 1 Month |
|
|
-47.15% |
| 3 Months |
|
|
-7.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.930 |
| 1M High / 1M Low: |
1.930 |
0.930 |
| 6M High / 6M Low: |
1.960 |
0.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.07% |
| Volatility 6M: |
|
146.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
