BNP Paribas Put 120 EMR 21.06.2024
/ DE000PC6NNH6
BNP Paribas Put 120 EMR 21.06.202.../ DE000PC6NNH6 /
| 2024-06-07 9:50:36 PM |
Chg.-0.180 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-14.06% |
1.100
Bid Size: 15,000 |
1.120
Ask Size: 15,000 |
Emerson Electric Co |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PC6NNH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
1.11 |
| Time value: |
0.01 |
| Break-even: |
99.90 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
-0.93 |
| Theta: |
-0.03 |
| Omega: |
-8.28 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.180 |
| High: |
1.260 |
| Low: |
1.100 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.03% |
| 1 Month |
|
|
+111.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.020 |
| 1M High / 1M Low: |
1.280 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
