BNP Paribas Call 108 EMR 20.12.2024
/ DE000PC2X7T4
BNP Paribas Call 108 EMR 20.12.20.../ DE000PC2X7T4 /
| 2024-07-05 9:50:29 PM |
Chg.-0.030 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-3.57% |
0.810
Bid Size: 10,900 |
0.830
Ask Size: 10,900 |
Emerson Electric Co |
108.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2X7T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
0.70 |
| Break-even: |
107.94 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
7.34 |
| Rho: |
0.24 |
Quote data
| Open: |
0.830 |
| High: |
0.840 |
| Low: |
0.750 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
+2.53% |
| 3 Months |
|
|
-40.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.760 |
| 1M High / 1M Low: |
0.870 |
0.650 |
| 6M High / 6M Low: |
1.390 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.898 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.31% |
| Volatility 6M: |
|
199.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
