BNP Paribas Call 110 EMR 17.01.2025
/ DE000PC2X7Z1
BNP Paribas Call 110 EMR 17.01.20.../ DE000PC2X7Z1 /
| 11/11/2024 8:38:25 AM |
Chg.+0.02 |
Bid9:20:33 AM |
Ask9:20:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+1.17% |
1.73
Bid Size: 6,700 |
1.75
Ask Size: 6,700 |
Emerson Electric Co |
110.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC2X7Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
1.61 |
| Time value: |
0.11 |
| Break-even: |
119.83 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
6.36 |
| Rho: |
0.17 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+239.22% |
| 1 Month |
|
|
+174.60% |
| 3 Months |
|
|
+226.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
0.51 |
| 1M High / 1M Low: |
1.81 |
0.50 |
| 6M High / 6M Low: |
1.81 |
0.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
469.40% |
| Volatility 6M: |
|
260.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
