BNP Paribas Call 105 EMR 20.09.2024
/ DE000PC39D84
BNP Paribas Call 105 EMR 20.09.20.../ DE000PC39D84 /
06/09/2024 13:50:38 |
Chg.-0.032 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
-91.43% |
0.003 Bid Size: 10,000 |
0.091 Ask Size: 10,000 |
Emerson Electric Co |
105.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC39D8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
98.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
-0.45 |
Time value: |
0.09 |
Break-even: |
95.41 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
3.62 |
Spread abs.: |
0.06 |
Spread %: |
167.65% |
Delta: |
0.25 |
Theta: |
-0.07 |
Omega: |
25.13 |
Rho: |
0.01 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.002 |
Previous Close: |
0.035 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-98.50% |
1 Month |
|
|
-99.52% |
3 Months |
|
|
-99.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.035 |
1M High / 1M Low: |
0.630 |
0.035 |
6M High / 6M Low: |
1.420 |
0.035 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.109 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.845 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
440.72% |
Volatility 6M: |
|
240.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |