BNP Paribas Put 95 EMR 20.09.2024
/ DE000PC39EJ0
BNP Paribas Put 95 EMR 20.09.2024/ DE000PC39EJ0 /
| 9/5/2024 9:50:26 PM |
Chg.+0.004 |
Bid9:57:09 PM |
Ask9:57:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+8.70% |
0.051
Bid Size: 10,000 |
0.091
Ask Size: 10,000 |
Emerson Electric Co |
95.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PC39EJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 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: |
-100.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
-0.53 |
| Time value: |
0.09 |
| Break-even: |
84.83 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
3.97 |
| Spread abs.: |
0.05 |
| Spread %: |
116.67% |
| Delta: |
-0.21 |
| Theta: |
-0.07 |
| Omega: |
-21.10 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.018 |
| High: |
0.079 |
| Low: |
0.015 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+354.55% |
| 1 Month |
|
|
-58.33% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.008 |
| 1M High / 1M Low: |
0.210 |
0.008 |
| 6M High / 6M Low: |
0.220 |
0.008 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,167.41% |
| Volatility 6M: |
|
600.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
