BNP Paribas Put 120 EMR 20.06.2025
/ DE000PC5C1Z6
BNP Paribas Put 120 EMR 20.06.202.../ DE000PC5C1Z6 /
2024-06-21 8:31:32 AM |
Chg.+0.04 |
Bid2:30:06 PM |
Ask2:30:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.49EUR |
+2.76% |
1.53 Bid Size: 7,800 |
1.55 Ask Size: 7,800 |
Emerson Electric Co |
120.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
PC5C1Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-21 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.23 |
Intrinsic value: |
1.11 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
1.11 |
Time value: |
0.40 |
Break-even: |
96.99 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.34% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-3.66 |
Rho: |
-0.70 |
Quote data
Open: |
1.49 |
High: |
1.49 |
Low: |
1.49 |
Previous Close: |
1.45 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.05% |
1 Month |
|
|
+24.17% |
3 Months |
|
|
+17.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.60 |
1.45 |
1M High / 1M Low: |
1.60 |
1.15 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |