BNP Paribas Call 110 EMR 20.06.2025
/ DE000PC39EF8
BNP Paribas Call 110 EMR 20.06.20.../ DE000PC39EF8 /
| 2024-11-12 9:50:32 PM |
Chg.-0.030 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
-1.35% |
2.200
Bid Size: 12,000 |
2.230
Ask Size: 12,000 |
Emerson Electric Co |
110.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC39EF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.80 |
| Time value: |
0.49 |
| Break-even: |
126.06 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.33% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
4.33 |
| Rho: |
0.46 |
Quote data
| Open: |
2.240 |
| High: |
2.290 |
| Low: |
2.130 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.42% |
| 1 Month |
|
|
+96.43% |
| 3 Months |
|
|
+185.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.380 |
| 1M High / 1M Low: |
2.230 |
0.900 |
| 6M High / 6M Low: |
2.230 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.19% |
| Volatility 6M: |
|
156.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
