BNP Paribas Put 90 EMR 20.09.2024/  DE000PC39EH4  /

Frankfurt Zert./BNP
7/16/2024  2:21:04 PM Chg.-0.001 Bid7/16/2024 Ask7/16/2024 Underlying Strike price Expiration date Option type
0.016EUR -5.88% 0.016
Bid Size: 50,000
0.091
Ask Size: 50,000
Emerson Electric Co 90.00 USD 9/20/2024 Put
 

Master data

WKN: PC39EH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -117.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.20
Parity: -2.47
Time value: 0.09
Break-even: 81.67
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 2.27
Spread abs.: 0.07
Spread %: 435.29%
Delta: -0.08
Theta: -0.02
Omega: -9.66
Rho: -0.02
 

Quote data

Open: 0.016
High: 0.016
Low: 0.015
Previous Close: 0.017
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -52.94%
1 Month
  -76.47%
3 Months
  -86.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.016
1M High / 1M Low: 0.063 0.016
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   531.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -