BNP Paribas Put 120 EMR 20.12.2024
/ DE000PC5C1X1
BNP Paribas Put 120 EMR 20.12.202.../ DE000PC5C1X1 /
| 2024-09-04 9:50:25 PM |
Chg.+0.090 |
Bid9:56:05 PM |
Ask9:56:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
+5.42% |
1.730
Bid Size: 14,900 |
1.750
Ask Size: 14,900 |
Emerson Electric Co |
120.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC5C1X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
1.63 |
| Time value: |
0.03 |
| Break-even: |
92.01 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.22% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-4.49 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.670 |
| High: |
1.770 |
| Low: |
1.600 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.53% |
| 1 Month |
|
|
+11.47% |
| 3 Months |
|
|
+41.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.370 |
| 1M High / 1M Low: |
1.900 |
1.360 |
| 6M High / 6M Low: |
1.900 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.61% |
| Volatility 6M: |
|
142.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
