BNP Paribas Call 105 EMR 20.06.2025
/ DE000PC39EE1
BNP Paribas Call 105 EMR 20.06.20.../ DE000PC39EE1 /
9/4/2024 8:19:53 AM |
Chg.-0.130 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-13.54% |
- Bid Size: - |
- Ask Size: - |
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: |
10.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
-0.27 |
Time value: |
0.88 |
Break-even: |
103.84 |
Moneyness: |
0.97 |
Premium: |
0.12 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
2.33% |
Delta: |
0.55 |
Theta: |
-0.02 |
Omega: |
5.74 |
Rho: |
0.33 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.70% |
1 Month |
|
|
-47.80% |
3 Months |
|
|
-42.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.940 |
1M High / 1M Low: |
1.440 |
0.850 |
6M High / 6M Low: |
2.020 |
0.850 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.521 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.43% |
Volatility 6M: |
|
126.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |