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: |
|
- |