BNP Paribas Put 85 EMR 20.12.2024
/ DE000PC2X768
BNP Paribas Put 85 EMR 20.12.2024/ DE000PC2X768 /
| 2024-09-26 6:35:36 PM |
Chg.-0.034 |
Bid6:39:08 PM |
Ask6:39:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-56.67% |
0.026
Bid Size: 28,733 |
0.091
Ask Size: 28,733 |
Emerson Electric Co |
85.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2X76 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 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: |
-103.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-1.74 |
| Time value: |
0.09 |
| Break-even: |
75.46 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.03 |
| Spread %: |
46.77% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-10.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.057 |
| High: |
0.057 |
| Low: |
0.026 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.61% |
| 1 Month |
|
|
-63.89% |
| 3 Months |
|
|
-78.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.051 |
| 1M High / 1M Low: |
0.160 |
0.051 |
| 6M High / 6M Low: |
0.210 |
0.044 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.90% |
| Volatility 6M: |
|
252.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
