BNP Paribas Call 102 EMR 20.12.2024
/ DE000PC2X7U2
BNP Paribas Call 102 EMR 20.12.20.../ DE000PC2X7U2 /
2024-06-27 8:34:08 AM |
Chg.-0.12 |
Bid9:55:17 PM |
Ask9:55:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.97EUR |
-11.01% |
1.12 Bid Size: 11,800 |
1.14 Ask Size: 11,800 |
Emerson Electric Co |
102.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC2X7U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
102.00 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: |
9.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.26 |
Historic volatility: |
0.20 |
Parity: |
0.39 |
Time value: |
0.61 |
Break-even: |
105.51 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.04% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
6.54 |
Rho: |
0.27 |
Quote data
Open: |
0.97 |
High: |
0.97 |
Low: |
0.97 |
Previous Close: |
1.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.83% |
1 Month |
|
|
-36.60% |
3 Months |
|
|
-38.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.21 |
1.09 |
1M High / 1M Low: |
1.53 |
1.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |