BNP Paribas Put 110 EMR 20.12.2024
/ DE000PC2X792
BNP Paribas Put 110 EMR 20.12.202.../ DE000PC2X792 /
| 2024-06-24 4:35:28 PM |
Chg.-0.060 |
Bid4:36:19 PM |
Ask4:36:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-8.70% |
0.630
Bid Size: 20,000 |
0.650
Ask Size: 20,000 |
Emerson Electric Co |
110.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2X79 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.55 |
| Break-even: |
95.92 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-6.63 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.620 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.86% |
| 1 Month |
|
|
+23.53% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.670 |
| 1M High / 1M Low: |
0.780 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
