BNP Paribas Call 102 EMR 20.12.2024
/ DE000PC2X7U2
BNP Paribas Call 102 EMR 20.12.20.../ DE000PC2X7U2 /
| 10/17/2024 8:41:54 AM |
Chg.+0.090 |
Bid9:20:15 AM |
Ask9:20:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+9.68% |
1.030
Bid Size: 5,800 |
1.050
Ask Size: 5,800 |
Emerson Electric Co |
102.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.79 |
| Time value: |
0.26 |
| Break-even: |
104.43 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
7.38 |
| Rho: |
0.12 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
+82.14% |
| 3 Months |
|
|
-44.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.930 |
| 1M High / 1M Low: |
1.170 |
0.560 |
| 6M High / 6M Low: |
1.830 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.94% |
| Volatility 6M: |
|
178.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
