BNP Paribas Put 95 EMR 20.09.2024
/ DE000PC39EJ0
BNP Paribas Put 95 EMR 20.09.2024/ DE000PC39EJ0 /
| 9/6/2024 8:22:47 AM |
Chg.+0.008 |
Bid6:33:06 PM |
Ask6:33:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+44.44% |
0.100
Bid Size: 13,000 |
0.120
Ask Size: 13,000 |
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: |
-98.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-0.45 |
| Time value: |
0.09 |
| Break-even: |
84.59 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
3.55 |
| Spread abs.: |
0.04 |
| Spread %: |
78.43% |
| Delta: |
-0.23 |
| Theta: |
-0.07 |
| Omega: |
-22.52 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.71% |
| 1 Month |
|
|
-85.56% |
| 3 Months |
|
|
-71.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.009 |
| 1M High / 1M Low: |
0.220 |
0.003 |
| 6M High / 6M Low: |
0.240 |
0.003 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| 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: |
|
1,903.29% |
| Volatility 6M: |
|
844.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
