BNP Paribas Call 105 EMR 20.09.2024
/ DE000PC39D84
BNP Paribas Call 105 EMR 20.09.20.../ DE000PC39D84 /
05/09/2024 08:23:16 |
Chg.-0.041 |
Bid13:15:24 |
Ask13:15:24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.029EUR |
-58.57% |
0.034 Bid Size: 10,000 |
0.094 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: |
100.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
-0.37 |
Time value: |
0.09 |
Break-even: |
95.67 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
2.36 |
Spread abs.: |
0.03 |
Spread %: |
59.65% |
Delta: |
0.27 |
Theta: |
-0.06 |
Omega: |
27.38 |
Rho: |
0.01 |
Quote data
Open: |
0.029 |
High: |
0.029 |
Low: |
0.029 |
Previous Close: |
0.070 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-83.89% |
1 Month |
|
|
-95.47% |
3 Months |
|
|
-95.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.070 |
1M High / 1M Low: |
0.680 |
0.070 |
6M High / 6M Low: |
1.380 |
0.070 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.260 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.859 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
501.82% |
Volatility 6M: |
|
277.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |