BNP Paribas Call 110 EMR 16.01.2026
/ DE000PC2X735
BNP Paribas Call 110 EMR 16.01.20.../ DE000PC2X735 /
| 2024-07-29 9:50:25 PM |
Chg.+0.080 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+4.08% |
2.020
Bid Size: 6,500 |
2.040
Ask Size: 6,500 |
Emerson Electric Co |
110.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC2X73 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.63 |
| Time value: |
1.34 |
| Break-even: |
121.06 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
3.80 |
| Rho: |
0.81 |
Quote data
| Open: |
1.990 |
| High: |
2.040 |
| Low: |
1.920 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.49% |
| 1 Month |
|
|
+29.11% |
| 3 Months |
|
|
+29.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.780 |
| 1M High / 1M Low: |
2.100 |
1.440 |
| 6M High / 6M Low: |
2.100 |
0.630 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.81% |
| Volatility 6M: |
|
124.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
