BNP Paribas Put 90 EMR 20.06.2025
/ DE000PC39ES1
BNP Paribas Put 90 EMR 20.06.2025/ DE000PC39ES1 /
| 11/11/2024 10:20:55 |
Chg.-0.002 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-2.60% |
0.075
Bid Size: 26,000 |
0.095
Ask Size: 26,000 |
Emerson Electric Co |
90.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
PC39ES |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-122.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-3.48 |
| Time value: |
0.10 |
| Break-even: |
83.04 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
25.97% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-7.86 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.077 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.22% |
| 1 Month |
|
|
-67.39% |
| 3 Months |
|
|
-82.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.077 |
| 1M High / 1M Low: |
0.300 |
0.077 |
| 6M High / 6M Low: |
0.570 |
0.077 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.91% |
| Volatility 6M: |
|
168.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
