BNP Paribas Put 110 EMR 20.12.2024
/ DE000PC2X792
BNP Paribas Put 110 EMR 20.12.202.../ DE000PC2X792 /
2024-09-26 8:34:17 AM |
Chg.+0.060 |
Bid3:33:34 PM |
Ask3:33:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+9.68% |
- Bid Size: - |
- Ask Size: - |
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: |
-12.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
0.50 |
Time value: |
0.24 |
Break-even: |
91.43 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
2.78% |
Delta: |
-0.61 |
Theta: |
-0.02 |
Omega: |
-7.72 |
Rho: |
-0.15 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.620 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.33% |
1 Month |
|
|
-4.23% |
3 Months |
|
|
-1.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.620 |
1M High / 1M Low: |
1.130 |
0.620 |
6M High / 6M Low: |
1.210 |
0.330 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.680 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.839 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.678 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.49% |
Volatility 6M: |
|
191.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |