BNP Paribas Put 120 EMR 20.12.2024
/ DE000PC5C1X1
BNP Paribas Put 120 EMR 20.12.202.../ DE000PC5C1X1 /
| 02/08/2024 08:29:48 |
Chg.+0.28 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+35.44% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
120.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.99 |
| Time value: |
0.35 |
| Break-even: |
96.58 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-4.58 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
0.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.58% |
| 1 Month |
|
|
-9.32% |
| 3 Months |
|
|
-25.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.76 |
| 1M High / 1M Low: |
1.18 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
