BNP Paribas Put 95 EMR 20.09.2024
/ DE000PC39EJ0
BNP Paribas Put 95 EMR 20.09.2024/ DE000PC39EJ0 /
| 31/07/2024 13:50:41 |
Chg.+0.001 |
Bid14:07:21 |
Ask14:07:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
+2.94% |
0.034
Bid Size: 44,100 |
0.091
Ask Size: 44,100 |
Emerson Electric Co |
95.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-117.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.20 |
| Parity: |
-1.91 |
| Time value: |
0.09 |
| Break-even: |
86.93 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.06 |
| Spread %: |
152.78% |
| Delta: |
-0.10 |
| Theta: |
-0.03 |
| Omega: |
-11.69 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.035 |
| Low: |
0.033 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-46.97% |
| 3 Months |
|
|
-82.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.028 |
| 1M High / 1M Low: |
0.080 |
0.022 |
| 6M High / 6M Low: |
0.730 |
0.022 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.72% |
| Volatility 6M: |
|
275.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
