BNP Paribas Put 120 EMR 20.12.2024
/ DE000PC5C1X1
BNP Paribas Put 120 EMR 20.12.202.../ DE000PC5C1X1 /
| 2024-06-24 6:20:19 PM |
Chg.-0.100 |
Bid6:22:11 PM |
Ask6:22:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-7.87% |
1.180
Bid Size: 20,800 |
1.200
Ask Size: 20,800 |
Emerson Electric Co |
120.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC5C1X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.08 |
| Time value: |
0.20 |
| Break-even: |
99.48 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-5.13 |
| Rho: |
-0.39 |
Quote data
| Open: |
1.260 |
| High: |
1.260 |
| Low: |
1.160 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.69% |
| 1 Month |
|
|
+21.88% |
| 3 Months |
|
|
+7.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.240 |
| 1M High / 1M Low: |
1.400 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
