BNP Paribas Put 95 EMR 17.01.2025
/ DE000PC39EP7
BNP Paribas Put 95 EMR 17.01.2025/ DE000PC39EP7 /
| 9/4/2024 8:19:53 AM |
Chg.+0.100 |
Bid1:33:06 PM |
Ask1:33:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+43.48% |
0.310
Bid Size: 9,678 |
0.370
Ask Size: 8,109 |
Emerson Electric Co |
95.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PC39EP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-0.64 |
| Time value: |
0.34 |
| Break-even: |
82.58 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-7.88 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.00% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+32.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.230 |
| 1M High / 1M Low: |
0.490 |
0.220 |
| 6M High / 6M Low: |
0.490 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.62% |
| Volatility 6M: |
|
198.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
