BNP Paribas Put 120 EMR 19.12.2025
/ DE000PC25XL5
BNP Paribas Put 120 EMR 19.12.202.../ DE000PC25XL5 /
| 8/1/2024 2:50:44 PM |
Chg.+0.010 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+0.78% |
1.290
Bid Size: 6,100 |
1.310
Ask Size: 6,100 |
Emerson Electric Co |
120.00 USD |
12/19/2025 |
Put |
Master data
| WKN: |
PC25XL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.27 |
| Time value: |
1.04 |
| Break-even: |
97.77 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-3.33 |
| Rho: |
-0.78 |
Quote data
| Open: |
1.290 |
| High: |
1.300 |
| Low: |
1.270 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.84% |
| 1 Month |
|
|
-21.82% |
| 3 Months |
|
|
-22.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.260 |
| 1M High / 1M Low: |
1.650 |
1.180 |
| 6M High / 6M Low: |
2.580 |
1.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.68% |
| Volatility 6M: |
|
74.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
