BNP Paribas Call 102 EMR 20.12.2024
/ DE000PC2X7U2
BNP Paribas Call 102 EMR 20.12.20.../ DE000PC2X7U2 /
| 8/14/2024 8:37:20 AM |
Chg.+0.030 |
Bid4:23:15 PM |
Ask4:23:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+4.23% |
0.670
Bid Size: 21,600 |
0.690
Ask Size: 21,600 |
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: |
12.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.19 |
| Time value: |
0.57 |
| Break-even: |
100.36 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
7.64 |
| Rho: |
0.18 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.84% |
| 1 Month |
|
|
-50.99% |
| 3 Months |
|
|
-55.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.590 |
| 1M High / 1M Low: |
1.830 |
0.590 |
| 6M High / 6M Low: |
1.830 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.376 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.70% |
| Volatility 6M: |
|
154.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
