BNP Paribas Call 105 EMR 20.09.2024
/ DE000PC39D84
BNP Paribas Call 105 EMR 20.09.20.../ DE000PC39D84 /
| 7/31/2024 8:19:24 AM |
Chg.-0.16 |
Bid8:25:12 AM |
Ask8:25:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-12.21% |
1.15
Bid Size: 6,300 |
1.17
Ask Size: 6,300 |
Emerson Electric Co |
105.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.18 |
| Time value: |
0.15 |
| Break-even: |
110.35 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
7.04 |
| Rho: |
0.11 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.73% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
+21.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.02 |
| 1M High / 1M Low: |
1.38 |
0.62 |
| 6M High / 6M Low: |
1.38 |
0.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.80% |
| Volatility 6M: |
|
276.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
