BNP Paribas Call 105 EMR 20.06.2025
/ DE000PC39EE1
BNP Paribas Call 105 EMR 20.06.20.../ DE000PC39EE1 /
| 10/8/2024 1:22:22 PM |
Chg.+0.05 |
Bid6:55:17 PM |
Ask6:55:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+3.76% |
1.22
Bid Size: 19,200 |
1.24
Ask Size: 19,200 |
Emerson Electric Co |
105.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC39EE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
0.69 |
| Time value: |
0.76 |
| Break-even: |
110.18 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
4.90 |
| Rho: |
0.40 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.38 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.05% |
| 1 Month |
|
|
+86.49% |
| 3 Months |
|
|
-0.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.18 |
| 1M High / 1M Low: |
1.33 |
0.68 |
| 6M High / 6M Low: |
2.02 |
0.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.85% |
| Volatility 6M: |
|
135.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
