BNP Paribas Put 120 EMR 20.09.2024
/ DE000PC5C1W3
BNP Paribas Put 120 EMR 20.09.202.../ DE000PC5C1W3 /
2024-07-31 8:32:27 AM |
Chg.+0.110 |
Bid9:10:52 AM |
Ask9:10:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+20.75% |
0.640 Bid Size: 4,688 |
0.660 Ask Size: 4,546 |
Emerson Electric Co |
120.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
PC5C1W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-21 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
0.20 |
Time value: |
0.36 |
Break-even: |
105.31 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
3.70% |
Delta: |
-0.53 |
Theta: |
-0.04 |
Omega: |
-10.23 |
Rho: |
-0.09 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.52% |
1 Month |
|
|
-43.86% |
3 Months |
|
|
-44.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.530 |
1M High / 1M Low: |
1.180 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.769 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
233.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |