BNP Paribas Put 90 EMR 20.09.2024
/ DE000PC39EH4
BNP Paribas Put 90 EMR 20.09.2024/ DE000PC39EH4 /
9/6/2024 4:35:22 PM |
Chg.+0.007 |
Bid4:38:13 PM |
Ask4:38:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
+175.00% |
0.010 Bid Size: 40,800 |
0.091 Ask Size: 40,800 |
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: |
-98.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.22 |
Parity: |
-0.90 |
Time value: |
0.09 |
Break-even: |
80.09 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
14.14 |
Spread abs.: |
0.09 |
Spread %: |
1,720.00% |
Delta: |
-0.16 |
Theta: |
-0.09 |
Omega: |
-15.85 |
Rho: |
-0.01 |
Quote data
Open: |
0.001 |
High: |
0.011 |
Low: |
0.001 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+450.00% |
1 Month |
|
|
-82.54% |
3 Months |
|
|
-84.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.011 |
0.001 |
1M High / 1M Low: |
0.110 |
0.001 |
6M High / 6M Low: |
0.150 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.005 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,472.82% |
Volatility 6M: |
|
1,094.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |